-87.1%
SNDQ vs AGNC
-12.2%
-74.9%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +44.4% | -0.6% | +44.9% | +44.4% |
| 7D | +116.9% | -0.1% | +117.0% | +114.8% |
| 30D | +205.2% | +2.8% | +202.5% | +200.0% |
| 3M | +45.4% | -14.2% | +59.6% | +36.8% |
| 6M | -66.2% | -11.7% | -54.5% | -64.4% |
| All | -87.1% | -12.2% | -74.9% | -86.5% |
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