+59.5%
SCHW vs NLY
+25.6%
+33.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | -1.9% | -4.0% | +2.1% | -0.2% |
| 30D | -1.6% | -5.2% | +3.6% | +0.6% |
| 3M | +21.3% | +2.8% | +18.4% | +19.6% |
| 6M | +16.5% | +4.2% | +12.3% | +14.0% |
| YTD | +8.4% | +4.7% | +3.7% | +5.7% |
| 1Y | +15.6% | +12.7% | +2.9% | +8.8% |
| 3Y | +86.8% | +62.5% | +24.3% | +46.9% |
| All | +59.5% | +25.6% | +33.9% | +58.9% |
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