-22.1%
SNAP vs AGNC
+13.3%
-35.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.1% |
| 7D | +3.8% | -4.7% | +8.5% | +7.0% |
| 30D | +9.2% | -5.7% | +14.9% | +13.3% |
| 3M | +6.6% | +1.9% | +4.7% | +5.0% |
| 6M | +16.9% | +1.8% | +15.1% | +12.8% |
| YTD | -29.6% | +3.4% | -33.1% | -31.1% |
| 1Y | -22.1% | +13.6% | -35.7% | -23.6% |
| All | -22.1% | +13.3% | -35.4% | -23.6% |
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