+2.4%
SWKS vs NLY
+20.9%
-18.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.5% |
| 7D | +12.5% | -1.0% | +13.5% | +12.7% |
| 30D | +10.5% | +0.6% | +9.9% | +10.4% |
| 3M | -7.4% | +10.8% | -18.2% | -9.0% |
| 6M | +32.7% | +6.2% | +26.4% | +31.5% |
| YTD | +19.2% | +9.0% | +10.1% | +17.3% |
| 1Y | +2.4% | +19.3% | -16.9% | -1.0% |
| All | +2.4% | +20.9% | -18.5% | -1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling