+309.7%
SN vs NLY
+65.9%
+243.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -2.9% |
| 7D | -3.4% | -0.4% | -3.0% | -3.0% |
| 30D | -9.1% | -1.3% | -7.8% | -8.0% |
| 3M | +31.8% | +7.6% | +24.1% | +23.7% |
| 6M | +52.0% | +8.9% | +43.1% | +41.9% |
| YTD | +51.3% | +8.1% | +43.2% | +41.8% |
| 1Y | +46.9% | +15.8% | +31.1% | +29.8% |
| 3Y | +394.9% | +70.2% | +324.7% | +239.9% |
| All | +309.7% | +65.9% | +243.7% | +183.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling