+2,586.9%
SPG vs NLY
+1,202.9%
+1,384.0%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +1.6% |
| 7D | -2.2% | -3.6% | +1.4% | -0.1% |
| 30D | -5.8% | -4.9% | -0.8% | -3.0% |
| 3M | -2.8% | +6.2% | -9.0% | -6.3% |
| 6M | +8.9% | +4.5% | +4.4% | +5.8% |
| YTD | +14.3% | +5.1% | +9.1% | +10.3% |
| 1Y | +19.5% | +13.5% | +6.0% | +10.2% |
| 3Y | +106.9% | +65.6% | +41.3% | +52.1% |
| 5Y | +108.7% | +26.9% | +81.8% | +74.3% |
| 10Y | +63.8% | +81.8% | -18.0% | +11.8% |
| All | +2,586.9% | +1,202.9% | +1,384.0% | +1,043.0% |
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 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