+1,175.1%
SPY vs NLY
+1,202.9%
-27.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | +0.1% |
| 7D | -2.0% | -3.6% | +1.7% | -1.0% |
| 30D | -1.7% | -4.9% | +3.3% | -0.3% |
| 3M | +4.7% | +6.2% | -1.5% | +2.9% |
| 6M | +12.5% | +4.5% | +8.0% | +11.0% |
| YTD | +11.7% | +5.1% | +6.6% | +9.9% |
| 1Y | +17.5% | +13.5% | +4.0% | +13.0% |
| 3Y | +76.6% | +65.6% | +11.0% | +52.3% |
| 5Y | +82.0% | +26.9% | +55.1% | +66.4% |
| 10Y | +317.1% | +81.8% | +235.3% | +235.8% |
| All | +1,175.1% | +1,202.9% | -27.9% | +680.9% |
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