-39.8%
SNAP vs AGNC
+62.2%
-102.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.2% |
| 7D | +3.8% | -4.7% | +8.5% | +7.8% |
| 30D | +9.2% | -5.7% | +14.9% | +14.4% |
| 3M | +6.6% | +1.9% | +4.7% | +4.6% |
| 6M | +16.9% | +1.8% | +15.1% | +14.7% |
| YTD | -29.6% | +3.4% | -33.1% | -32.3% |
| 1Y | -22.1% | +13.6% | -35.7% | -30.9% |
| 3Y | -39.8% | +60.4% | -100.2% | -58.6% |
| All | -39.8% | +62.2% | -102.0% | -58.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling