+62.1%
SPG vs NLY
+81.8%
-19.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.4% |
| 7D | -1.2% | -4.0% | +2.8% | +1.5% |
| 30D | -6.1% | -5.2% | -0.9% | -2.8% |
| 3M | -3.6% | +2.8% | -6.5% | -5.6% |
| 6M | +10.4% | +4.2% | +6.2% | +7.0% |
| YTD | +14.4% | +4.7% | +9.7% | +10.1% |
| 1Y | +16.5% | +12.7% | +3.8% | +6.5% |
| 3Y | +106.8% | +62.5% | +44.2% | +46.3% |
| 5Y | +108.9% | +26.3% | +82.6% | +72.2% |
| All | +62.1% | +81.8% | -19.7% | +16.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling