-22.8%
SNAP vs AGNC
+22.6%
-45.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -4.0% |
| 7D | +0.7% | -1.2% | +1.9% | +1.6% |
| 30D | +2.6% | +0.9% | +1.7% | +2.1% |
| 3M | -9.9% | +7.0% | -16.9% | -13.9% |
| 6M | +1.9% | +3.9% | -2.0% | -3.8% |
| YTD | -32.2% | +8.5% | -40.8% | -35.9% |
| 1Y | -22.8% | +19.6% | -42.4% | -27.6% |
| All | -22.8% | +22.6% | -45.4% | -27.6% |
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