+260.6%
SNDU vs AGNC
+7.2%
+253.4%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.6% | -0.1% | +23.7% | +23.7% |
| 7D | +35.2% | -1.2% | +36.4% | +36.3% |
| 30D | +50.8% | +0.9% | +49.9% | +49.2% |
| 3M | -43.2% | +7.0% | -50.2% | -52.0% |
| All | +260.6% | +7.2% | +253.4% | +185.3% |
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 · Available span rolling