+26.4%
AGNC vs SUI
-32.2%
+58.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | -4.7% | -4.2% | -0.5% | -2.8% |
| 30D | -5.7% | -3.3% | -2.4% | -4.3% |
| 3M | +1.9% | -8.2% | +10.0% | +5.7% |
| 6M | +1.8% | -14.5% | +16.3% | +9.2% |
| YTD | +3.4% | -5.9% | +9.4% | +5.8% |
| 1Y | +13.6% | -9.7% | +23.3% | +18.4% |
| 3Y | +60.4% | +7.7% | +52.7% | +49.1% |
| All | +26.4% | -32.2% | +58.7% | +38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling