+4,437.1%
SNDK vs NLY
+28.9%
+4,408.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.0% |
| 7D | -6.1% | -4.0% | -2.1% | -1.9% |
| 30D | +21.5% | -5.2% | +26.7% | +28.6% |
| 3M | -13.2% | +2.8% | -16.0% | -17.6% |
| 6M | +149.2% | +4.2% | +145.0% | +133.5% |
| YTD | +588.1% | +4.7% | +583.4% | +525.7% |
| 1Y | +1,837.5% | +12.7% | +1,824.8% | +1,465.5% |
| All | +4,437.1% | +28.9% | +4,408.2% | +3,247.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling