+19.8%
NSC vs NLY
+20.9%
-1.0%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -5.5% | -1.0% | -4.5% | -5.3% |
| 30D | -3.2% | +0.6% | -3.8% | -3.3% |
| 3M | +7.7% | +10.8% | -3.2% | +5.4% |
| 6M | +4.5% | +6.2% | -1.7% | +3.2% |
| YTD | +15.6% | +9.0% | +6.5% | +13.7% |
| 1Y | +19.8% | +19.3% | +0.5% | +16.1% |
| All | +19.8% | +20.9% | -1.0% | +16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling