-34.3%
SNDU vs AGNC
-9.3%
-25.0%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.5% | +6.7% | +6.5% |
| 7D | -52.5% | +1.5% | -54.0% | -52.8% |
| 30D | -79.7% | +5.2% | -84.9% | -80.4% |
| 3M | -68.3% | -14.1% | -54.2% | -62.9% |
| 6M | -84.9% | -12.7% | -72.3% | -83.5% |
| All | -34.3% | -9.3% | -25.0% | -38.1% |
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