-48.8%
SE vs AGNC
+2.0%
-50.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.0% | +0.5% | +2.3% |
| 7D | +6.7% | +1.5% | +5.2% | +5.8% |
| 30D | -17.2% | +3.9% | -21.1% | -18.8% |
| 3M | -28.0% | -13.5% | -14.6% | -20.8% |
| 6M | -6.1% | -10.6% | +4.5% | +0.4% |
| YTD | -37.1% | -7.2% | -29.9% | -33.4% |
| 1Y | -48.8% | 0.0% | -48.7% | -43.9% |
| All | -48.8% | +2.0% | -50.7% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGNC.
Daily Out/Under-Performance
Portfolio return minus AGNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGNC 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 AGNC 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