+1,023.0%
NLY vs SWK
+461.4%
+561.6%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.6% |
| 3M | -21.6% | +11.8% | -33.4% | -24.6% |
| 6M | -14.5% | +48.7% | -63.2% | -25.0% |
| YTD | -12.4% | +57.2% | -69.6% | -25.1% |
| 1Y | -7.3% | +75.3% | -82.5% | -23.5% |
| 3Y | +54.8% | +51.9% | +2.9% | +29.2% |
| 5Y | +2.4% | -30.7% | +33.1% | +5.5% |
| 10Y | +53.2% | +18.4% | +34.8% | +28.0% |
| All | +1,023.0% | +461.4% | +561.6% | +445.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling