+40.9%
AGNC vs SITM
+4,789.7%
-4,748.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.5% | -5.9% | -1.0% |
| 7D | -4.7% | +3.9% | -8.5% | -5.1% |
| 30D | -5.7% | -6.6% | +0.9% | -5.2% |
| 3M | +1.9% | -11.9% | +13.7% | +1.9% |
| 6M | +1.8% | +81.1% | -79.3% | -7.3% |
| YTD | +3.4% | +80.0% | -76.5% | -6.4% |
| 1Y | +13.6% | +145.8% | -132.2% | -2.1% |
| 3Y | +60.4% | +475.9% | -415.5% | +16.7% |
| 5Y | +27.0% | +189.2% | -162.2% | -6.7% |
| All | +40.9% | +4,789.7% | -4,748.8% | -32.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling