-54.8%
SNDU vs AGNC
+2.4%
-57.2%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.4% | -7.2% | -8.2% |
| 7D | -12.7% | -4.7% | -8.0% | -19.3% |
| 30D | +35.8% | -5.7% | +41.5% | +23.4% |
| 3M | -54.8% | +1.9% | -56.7% | -58.3% |
| All | -54.8% | +2.4% | -57.2% | -58.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling