+98.3%
AGNC vs SYF
+316.2%
-217.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.5% | -0.6% | -2.3% |
| 7D | -4.4% | -5.5% | +1.1% | -2.9% |
| 30D | -5.4% | -3.9% | -1.5% | -4.4% |
| 3M | +3.5% | +8.9% | -5.5% | +0.7% |
| 6M | +1.7% | +16.2% | -14.5% | -2.9% |
| YTD | +3.9% | -8.4% | +12.3% | +5.5% |
| 1Y | +13.8% | +2.6% | +11.2% | +11.6% |
| 3Y | +63.3% | +156.4% | -93.0% | +18.5% |
| 5Y | +27.5% | +78.2% | -50.7% | -0.3% |
| 10Y | +83.8% | +253.8% | -170.0% | +10.4% |
| All | +98.3% | +316.2% | -217.8% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 SYF 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