-76.8%
SNAP vs AGNC
+70.0%
-146.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.1% |
| 7D | +3.8% | -4.7% | +8.5% | +6.7% |
| 30D | +9.2% | -5.7% | +14.9% | +13.0% |
| 3M | +6.6% | +1.9% | +4.7% | +5.3% |
| 6M | +16.9% | +1.8% | +15.1% | +15.7% |
| YTD | -29.6% | +3.4% | -33.1% | -31.2% |
| 1Y | -22.1% | +13.6% | -35.7% | -28.0% |
| 3Y | -39.8% | +60.4% | -100.2% | -53.7% |
| 5Y | -92.4% | +27.0% | -119.4% | -93.6% |
| All | -76.8% | +70.0% | -146.8% | -82.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling