+4,437.1%
SNDK vs AGNC
+24.6%
+4,412.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.1% |
| 7D | -6.1% | -4.7% | -1.4% | -1.0% |
| 30D | +21.5% | -5.7% | +27.2% | +29.4% |
| 3M | -13.2% | +1.9% | -15.0% | -18.4% |
| 6M | +149.2% | +1.8% | +147.4% | +134.9% |
| YTD | +588.1% | +3.4% | +584.6% | +512.6% |
| 1Y | +1,837.5% | +13.6% | +1,823.9% | +1,373.6% |
| All | +4,437.1% | +24.6% | +4,412.4% | +3,521.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling