-1.2%
AGNC vs SITM
+27.0%
-28.2%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -12.0% | +11.4% | -0.4% |
| 7D | -0.1% | -27.3% | +27.2% | +0.5% |
| 30D | +2.8% | -50.1% | +52.8% | +4.4% |
| 3M | -14.2% | -34.6% | +20.4% | -13.7% |
| 6M | -11.7% | -40.5% | +28.8% | -11.4% |
| YTD | -7.7% | +0.5% | -8.2% | -10.7% |
| 1Y | -1.2% | +27.2% | -28.4% | -4.6% |
| All | -1.2% | +27.0% | -28.2% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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