+2,684.0%
SNDK vs AGNC
+22.6%
+2,661.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.1% | +12.0% | +12.0% |
| 7D | +17.2% | -1.2% | +18.4% | +18.0% |
| 30D | +28.8% | +0.9% | +27.9% | +27.9% |
| 3M | -1.1% | +7.0% | -8.1% | -8.0% |
| 6M | +190.5% | +3.9% | +186.6% | +177.0% |
| YTD | +633.0% | +8.5% | +624.5% | +528.2% |
| 1Y | +2,684.0% | +19.6% | +2,664.4% | +2,079.2% |
| All | +2,684.0% | +22.6% | +2,661.4% | +2,079.2% |
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