+77.9%
NLY vs SCCO
+1,104.1%
-1,026.2%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.1% | -0.4% |
| 7D | -4.0% | -2.7% | -1.3% | -3.4% |
| 30D | -5.2% | -0.7% | -4.5% | -5.4% |
| 3M | +2.8% | +8.1% | -5.3% | -0.1% |
| 6M | +4.2% | +4.1% | +0.1% | +1.2% |
| YTD | +4.7% | +41.1% | -36.5% | -7.5% |
| 1Y | +12.7% | +95.6% | -82.8% | -9.7% |
| 3Y | +62.5% | +179.3% | -116.7% | +12.8% |
| 5Y | +26.3% | +308.3% | -282.0% | -24.4% |
| All | +77.9% | +1,104.1% | -1,026.2% | -19.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling