+214.7%
SNDU vs NLY
+4.9%
+209.8%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.5% | -7.2% | -7.0% |
| 7D | -12.7% | -4.0% | -8.7% | -8.1% |
| 30D | +35.8% | -5.2% | +41.0% | +44.6% |
| 3M | -54.8% | +2.8% | -57.7% | -59.9% |
| All | +214.7% | +4.9% | +209.8% | +157.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling