+1,706.7%
NSC vs NLY
+1,239.1%
+467.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | -2.0% | -0.4% | -1.6% | -1.9% |
| 30D | -3.2% | -1.3% | -1.9% | -2.8% |
| 3M | +3.9% | +7.6% | -3.7% | +1.5% |
| 6M | +7.8% | +8.9% | -1.1% | +4.7% |
| YTD | +13.4% | +8.1% | +5.3% | +10.3% |
| 1Y | +20.3% | +15.8% | +4.5% | +14.5% |
| 3Y | +76.1% | +70.2% | +5.9% | +48.2% |
| 5Y | +45.0% | +30.0% | +15.0% | +30.0% |
| 10Y | +335.7% | +86.8% | +248.9% | +240.8% |
| All | +1,706.7% | +1,239.1% | +467.7% | +985.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling