+44.9%
NSC vs NLY
+25.6%
+19.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.8% |
| 7D | -2.8% | -4.0% | +1.2% | -1.3% |
| 30D | -4.5% | -5.2% | +0.7% | -2.6% |
| 3M | +3.5% | +2.8% | +0.7% | +2.3% |
| 6M | +8.5% | +4.2% | +4.3% | +6.4% |
| YTD | +12.3% | +4.7% | +7.7% | +9.8% |
| 1Y | +18.9% | +12.7% | +6.2% | +12.7% |
| 3Y | +74.1% | +62.5% | +11.6% | +42.2% |
| All | +44.9% | +25.6% | +19.3% | +29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling