+71.0%
NLY vs SWK
+15.2%
+55.8%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | +0.4% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | -1.4% | -8.9% | +7.5% | +1.3% |
| 3M | +12.0% | +20.5% | -8.5% | +5.5% |
| 6M | +8.3% | +27.1% | -18.8% | 0.0% |
| YTD | +8.6% | +30.2% | -21.6% | -0.9% |
| 1Y | +16.9% | +24.8% | -7.8% | +7.7% |
| 3Y | +71.0% | +16.3% | +54.7% | +59.0% |
| All | +71.0% | +15.2% | +55.8% | +59.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling