+1,494.3%
SRE vs NLY
+1,691.0%
-196.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -0.8% | -4.0% | +3.2% | +0.2% |
| 30D | -3.0% | -5.2% | +2.2% | -1.7% |
| 3M | -8.3% | +2.8% | -11.1% | -9.1% |
| 6M | -8.9% | +4.2% | -13.1% | -10.1% |
| YTD | -4.3% | +4.7% | -8.9% | -5.6% |
| 1Y | +2.7% | +12.7% | -10.0% | -0.7% |
| 3Y | +28.7% | +62.5% | -33.9% | +12.9% |
| 5Y | +47.1% | +26.3% | +20.8% | +35.3% |
| 10Y | +121.7% | +81.0% | +40.7% | +83.1% |
| All | +1,494.3% | +1,691.0% | -196.7% | +1,019.3% |
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