-7.2%
SYK vs NLY
+64.9%
-72.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.7% | -0.9% |
| 7D | -12.3% | -3.6% | -8.7% | -11.1% |
| 30D | -22.4% | -4.9% | -17.5% | -20.9% |
| 3M | -12.3% | +6.2% | -18.5% | -14.1% |
| 6M | -24.3% | +4.5% | -28.8% | -25.5% |
| YTD | -22.8% | +5.1% | -27.9% | -24.4% |
| 1Y | -28.8% | +13.5% | -42.3% | -32.4% |
| All | -7.2% | +64.9% | -72.2% | -20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling