-50.3%
SWKS vs NLY
+29.5%
-79.8%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.8% |
| 7D | +6.8% | -0.4% | +7.2% | +7.1% |
| 30D | +11.3% | -1.3% | +12.6% | +12.1% |
| 3M | +4.1% | +7.6% | -3.6% | -0.6% |
| 6M | +39.7% | +8.9% | +30.8% | +31.8% |
| YTD | +23.2% | +8.1% | +15.2% | +16.5% |
| 1Y | +5.3% | +15.8% | -10.5% | -4.9% |
| 3Y | -15.1% | +70.2% | -85.3% | -38.8% |
| All | -50.3% | +29.5% | -79.8% | -56.6% |
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