+141.0%
AGNC vs SFM
+107.9%
+33.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.4% |
| 7D | -4.7% | -10.6% | +5.9% | -3.9% |
| 30D | -5.7% | -15.5% | +9.8% | -4.6% |
| 3M | +1.9% | -17.4% | +19.3% | +3.1% |
| 6M | +1.8% | -3.4% | +5.2% | +1.6% |
| YTD | +3.4% | -8.7% | +12.1% | +3.5% |
| 1Y | +13.6% | -47.2% | +60.8% | +18.2% |
| 3Y | +60.4% | +82.7% | -22.4% | +49.2% |
| 5Y | +27.0% | +214.3% | -187.3% | +11.1% |
| 10Y | +83.1% | +271.2% | -188.1% | +54.3% |
| All | +141.0% | +107.9% | +33.1% | +107.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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