+62.1%
AGNC vs SN
+476.8%
-414.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.7% | -1.0% |
| 7D | -1.0% | -3.4% | +2.4% | -0.5% |
| 30D | -1.2% | -9.1% | +7.8% | +0.3% |
| 3M | +5.4% | +31.8% | -26.4% | +0.4% |
| 6M | +6.7% | +52.0% | -45.3% | -1.1% |
| YTD | +7.1% | +51.3% | -44.2% | -0.8% |
| 1Y | +16.3% | +46.9% | -30.6% | +8.0% |
| 3Y | +68.5% | +394.9% | -326.5% | +30.4% |
| All | +62.1% | +476.8% | -414.7% | +26.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling