+272.5%
SNDK vs AGNC
-0.6%
+273.1%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.3% | -0.6% | -21.7% | -22.0% |
| 7D | -39.4% | -0.1% | -39.3% | -39.1% |
| 30D | -51.4% | +2.8% | -54.2% | -52.0% |
| 3M | -40.3% | -14.2% | -26.1% | -33.9% |
| 6M | -42.7% | -11.7% | -31.0% | -38.8% |
| YTD | +239.7% | -7.7% | +247.4% | +188.4% |
| 1Y | +272.5% | -1.2% | +273.7% | +183.4% |
| All | +272.5% | -0.6% | +273.1% | +183.4% |
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 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