+553.6%
SCHD vs NLY
+108.5%
+445.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.8% | +0.5% |
| 7D | -2.0% | -4.0% | +2.0% | -0.7% |
| 30D | -0.4% | -5.2% | +4.8% | +1.2% |
| 3M | +5.7% | +2.8% | +2.9% | +4.7% |
| 6M | +11.9% | +4.2% | +7.7% | +10.1% |
| YTD | +26.4% | +4.7% | +21.8% | +24.1% |
| 1Y | +27.6% | +12.7% | +14.9% | +22.3% |
| 3Y | +54.9% | +62.5% | -7.6% | +31.9% |
| 5Y | +60.9% | +26.3% | +34.6% | +45.3% |
| 10Y | +243.4% | +81.0% | +162.5% | +180.6% |
| All | +553.6% | +108.5% | +445.1% | +397.6% |
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 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