+54.3%
NLY vs SWK
+18.1%
+36.1%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.2% | +0.4% |
| 7D | -5.9% | -1.4% | -4.5% | -5.4% |
| 30D | -2.8% | +25.5% | -28.3% | -10.7% |
| 3M | -21.6% | +11.8% | -33.4% | -25.0% |
| 6M | -14.5% | +48.7% | -63.2% | -26.7% |
| YTD | -12.4% | +57.2% | -69.6% | -27.2% |
| 1Y | -7.3% | +75.3% | -82.5% | -26.1% |
| 3Y | +54.8% | +51.9% | +2.9% | +24.4% |
| 5Y | +2.4% | -30.7% | +33.1% | +7.8% |
| All | +54.3% | +18.1% | +36.1% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 10y: compounded portfolio wealth divided by compounded SWK 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…
10y analysis · Full analysis span regression · 6 months rolling