-2.6%
SW vs NLY
+6.7%
-9.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | +2.3% | +2.9% | -0.5% | +1.1% |
| 30D | +6.8% | +4.6% | +2.2% | +4.8% |
| 3M | -5.2% | -14.1% | +8.9% | +0.9% |
| 6M | +7.4% | -10.7% | +18.2% | +12.7% |
| YTD | +17.4% | -7.0% | +24.4% | +21.4% |
| 1Y | +27.1% | -0.7% | +27.8% | +28.4% |
| 3Y | +47.9% | +65.1% | -17.2% | +30.3% |
| All | -2.6% | +6.7% | -9.3% | -0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling