+177.1%
SW vs NLY
+53.0%
+124.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.3% | -1.0% |
| 7D | -2.9% | -5.9% | +2.9% | -1.2% |
| 30D | +5.0% | -2.8% | +7.8% | +5.9% |
| 3M | -13.7% | -21.6% | +8.0% | -7.4% |
| 6M | +8.0% | -14.5% | +22.5% | +13.2% |
| YTD | +14.0% | -12.4% | +26.4% | +18.7% |
| 1Y | +25.6% | -7.3% | +32.9% | +29.0% |
| 3Y | +40.1% | +54.8% | -14.7% | +28.3% |
| 5Y | -2.6% | +2.4% | -5.0% | -3.8% |
| All | +177.1% | +53.0% | +124.0% | +162.2% |
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 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