0.0%
AGNC vs SUI
+1.6%
-1.7%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.2% | -1.2% | +2.1% |
| 7D | +1.5% | +10.0% | -8.6% | -1.8% |
| 30D | +3.9% | +8.4% | -4.5% | +0.8% |
| 3M | -13.5% | +0.7% | -14.1% | -14.0% |
| 6M | -10.6% | -0.9% | -9.7% | -11.0% |
| YTD | -7.2% | +0.6% | -7.8% | -7.8% |
| 1Y | 0.0% | +0.8% | -0.8% | -0.5% |
| All | 0.0% | +1.6% | -1.7% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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