+80.6%
AGNC vs SBAC
+87.1%
-6.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -1.0% |
| 7D | -4.7% | -2.1% | -2.6% | -4.1% |
| 30D | -5.7% | +2.0% | -7.7% | -6.2% |
| 3M | +1.9% | -8.3% | +10.2% | +4.0% |
| 6M | +1.8% | +0.3% | +1.5% | +0.4% |
| YTD | +3.4% | -2.2% | +5.7% | +2.5% |
| 1Y | +13.6% | -4.6% | +18.2% | +13.3% |
| 3Y | +60.4% | -8.3% | +68.7% | +59.5% |
| 5Y | +27.0% | -42.8% | +69.8% | +42.4% |
| All | +80.6% | +87.1% | -6.5% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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