-0.6%
NLY vs SCCO
+34.4%
-35.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.5% | +6.1% | +0.4% |
| 7D | +2.1% | -12.9% | +14.9% | +3.8% |
| 30D | +2.3% | -18.2% | +20.6% | +4.9% |
| 3M | -13.7% | -13.7% | +0.1% | -12.3% |
| 6M | -9.6% | +0.9% | -10.5% | -11.0% |
| YTD | -6.5% | +21.8% | -28.3% | -11.6% |
| 1Y | -0.6% | +30.5% | -31.1% | -6.8% |
| All | -0.6% | +34.4% | -35.0% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 1y: compounded portfolio wealth divided by compounded SCCO 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…
1y analysis · Full analysis span regression · 6 months rolling