+56.6%
AGNC vs SN
+447.8%
-391.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.2% |
| 7D | -4.7% | -7.3% | +2.6% | -3.5% |
| 30D | -5.7% | -13.6% | +7.9% | -3.4% |
| 3M | +1.9% | +18.6% | -16.7% | -1.2% |
| 6M | +1.8% | +46.0% | -44.2% | -4.9% |
| YTD | +3.4% | +43.7% | -40.3% | -3.3% |
| 1Y | +13.6% | +39.2% | -25.6% | +6.5% |
| 3Y | +60.4% | +306.5% | -246.1% | +26.5% |
| All | +56.6% | +447.8% | -391.3% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 5y: compounded portfolio wealth divided by compounded SN 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…
5y analysis · Full analysis span regression · 6 months rolling