+183.3%
SW vs NLY
+63.5%
+119.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.8% | -0.1% |
| 7D | +1.8% | +2.5% | -0.7% | +1.1% |
| 30D | +7.0% | +3.6% | +3.5% | +5.9% |
| 3M | -7.6% | -14.6% | +7.0% | -3.4% |
| 6M | +8.5% | -10.1% | +18.6% | +12.0% |
| YTD | +17.7% | -6.0% | +23.6% | +20.1% |
| 1Y | +27.1% | -1.0% | +28.0% | +28.0% |
| 3Y | +48.2% | +68.8% | -20.6% | +32.6% |
| 5Y | -2.3% | +9.4% | -11.7% | -5.4% |
| 10Y | +183.3% | +62.7% | +120.6% | +162.4% |
| All | +183.3% | +63.5% | +119.8% | +162.4% |
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