+4,097.2%
SPGI vs NLY
+1,202.9%
+2,894.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.8% | -1.0% |
| 7D | -8.9% | -3.6% | -5.3% | -7.8% |
| 30D | +0.6% | -4.9% | +5.6% | +2.3% |
| 3M | +2.0% | +6.2% | -4.2% | 0.0% |
| 6M | +0.1% | +4.5% | -4.4% | -1.5% |
| YTD | -16.4% | +5.1% | -21.6% | -18.0% |
| 1Y | -18.9% | +13.5% | -32.4% | -22.4% |
| 3Y | +13.8% | +65.6% | -51.8% | -3.9% |
| 5Y | +0.5% | +26.9% | -26.4% | -9.1% |
| 10Y | +288.9% | +81.8% | +207.1% | +205.0% |
| All | +4,097.2% | +1,202.9% | +2,894.3% | +2,417.3% |
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