+167.6%
SYK vs NLY
+82.7%
+84.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.7% | -0.9% |
| 7D | -12.3% | -3.6% | -8.7% | -11.0% |
| 30D | -22.4% | -4.9% | -17.5% | -20.8% |
| 3M | -12.3% | +6.2% | -18.5% | -14.4% |
| 6M | -24.3% | +4.5% | -28.8% | -25.7% |
| YTD | -22.8% | +5.1% | -27.9% | -24.6% |
| 1Y | -28.8% | +13.5% | -42.3% | -32.7% |
| 3Y | -4.0% | +65.6% | -69.6% | -22.8% |
| 5Y | +3.8% | +26.9% | -23.1% | -8.5% |
| All | +167.6% | +82.7% | +84.9% | +109.0% |
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