+724.4%
SW vs NLY
+203.1%
+521.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.8% | +0.1% |
| 7D | +1.8% | +2.5% | -0.7% | +1.4% |
| 30D | +7.0% | +3.6% | +3.5% | +6.4% |
| 3M | -7.6% | -14.6% | +7.0% | -5.3% |
| 6M | +8.5% | -10.1% | +18.6% | +10.5% |
| YTD | +17.7% | -6.0% | +23.6% | +19.0% |
| 1Y | +27.1% | -1.0% | +28.0% | +27.6% |
| 3Y | +48.2% | +68.8% | -20.6% | +39.6% |
| 5Y | -2.3% | +9.4% | -11.7% | -4.4% |
| 10Y | +183.3% | +62.7% | +120.6% | +164.5% |
| All | +724.4% | +203.1% | +521.3% | +662.2% |
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 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