+139.3%
SW vs NLY
+78.7%
+60.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.3% |
| 7D | -2.6% | +0.4% | -3.0% | -2.7% |
| 30D | -7.5% | -1.4% | -6.1% | -7.1% |
| 3M | +10.3% | +12.0% | -1.7% | +6.9% |
| 6M | +5.4% | +8.3% | -2.9% | +3.3% |
| YTD | +17.9% | +8.6% | +9.3% | +15.4% |
| 1Y | -2.4% | +16.9% | -19.3% | -6.2% |
| 3Y | +28.7% | +71.0% | -42.3% | +13.1% |
| 5Y | -5.7% | +31.1% | -36.7% | -13.0% |
| 10Y | +139.3% | +81.0% | +58.3% | +107.5% |
| All | +139.3% | +78.7% | +60.6% | +107.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling