-1.2%
AGNC vs SCCO
+34.4%
-35.6%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.5% | +5.9% | +0.6% |
| 7D | -0.1% | -12.9% | +12.8% | +2.2% |
| 30D | +2.8% | -18.2% | +21.0% | +6.2% |
| 3M | -14.2% | -13.7% | -0.5% | -12.4% |
| 6M | -11.7% | +0.9% | -12.6% | -13.4% |
| YTD | -7.7% | +21.8% | -29.5% | -13.4% |
| 1Y | -1.2% | +30.5% | -31.7% | -8.4% |
| All | -1.2% | +34.4% | -35.6% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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