+2,684.0%
SNDK vs NLY
+20.9%
+2,663.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.1% | +12.0% | +11.9% |
| 7D | +17.2% | -1.0% | +18.2% | +17.8% |
| 30D | +28.8% | +0.6% | +28.2% | +28.2% |
| 3M | -1.1% | +10.8% | -11.9% | -8.4% |
| 6M | +190.5% | +6.2% | +184.2% | +176.4% |
| YTD | +633.0% | +9.0% | +624.0% | +563.2% |
| 1Y | +2,684.0% | +19.3% | +2,664.7% | +2,301.2% |
| All | +2,684.0% | +20.9% | +2,663.1% | +2,301.2% |
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