+80.6%
AGNC vs STT
+271.9%
-191.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.7% |
| 7D | -4.7% | -0.4% | -4.3% | -4.6% |
| 30D | -5.7% | +1.7% | -7.4% | -6.2% |
| 3M | +1.9% | +17.9% | -16.0% | -3.5% |
| 6M | +1.8% | +55.3% | -53.5% | -11.7% |
| YTD | +3.4% | +52.7% | -49.2% | -10.1% |
| 1Y | +13.6% | +75.7% | -62.0% | -5.8% |
| 3Y | +60.4% | +197.9% | -137.5% | +11.4% |
| 5Y | +27.0% | +158.8% | -131.8% | -10.5% |
| All | +80.6% | +271.9% | -191.3% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling