+19.6%
AGNC vs SCCO
+109.6%
-90.0%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -1.2% | -5.3% | +4.1% | -0.4% |
| 30D | +0.9% | +2.7% | -1.7% | +0.4% |
| 3M | +7.0% | +4.2% | +2.8% | +5.8% |
| 6M | +3.9% | -0.6% | +4.5% | +1.8% |
| YTD | +8.5% | +45.0% | -36.4% | +3.9% |
| 1Y | +19.6% | +109.3% | -89.8% | +15.9% |
| All | +19.6% | +109.6% | -90.0% | +15.9% |
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