+628.3%
AGNC vs SCCO
+1,065.5%
-437.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -4.7% | -2.7% | -2.0% | -4.2% |
| 30D | -5.7% | -0.7% | -5.0% | -5.8% |
| 3M | +1.9% | +8.1% | -6.2% | -0.6% |
| 6M | +1.8% | +4.1% | -2.3% | -0.6% |
| YTD | +3.4% | +41.1% | -37.7% | -6.3% |
| 1Y | +13.6% | +95.6% | -81.9% | -5.0% |
| 3Y | +60.4% | +179.3% | -118.9% | +20.3% |
| 5Y | +27.0% | +308.3% | -281.3% | -14.5% |
| 10Y | +83.1% | +1,090.2% | -1,007.2% | -7.4% |
| All | +628.3% | +1,065.5% | -437.2% | +214.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling