+272.5%
SNDK vs NLY
+0.3%
+272.1%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.3% | -0.4% | -21.8% | -22.1% |
| 7D | -39.4% | +2.1% | -41.4% | -39.7% |
| 30D | -51.4% | +2.3% | -53.8% | -51.8% |
| 3M | -40.3% | -13.7% | -26.6% | -34.6% |
| 6M | -42.7% | -9.6% | -33.0% | -39.3% |
| YTD | +239.7% | -6.5% | +246.2% | +219.8% |
| 1Y | +272.5% | -0.6% | +273.1% | +262.3% |
| All | +272.5% | +0.3% | +272.1% | +262.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling