+29.6%
SNOW vs AGNC
+52.8%
-23.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | -2.4% | -4.7% | +2.3% | +0.4% |
| 30D | -1.0% | -5.7% | +4.7% | +2.6% |
| 3M | +36.9% | +1.9% | +35.0% | +35.0% |
| 6M | +83.4% | +1.8% | +81.6% | +79.4% |
| YTD | +50.0% | +3.4% | +46.5% | +44.4% |
| 1Y | +46.5% | +13.6% | +32.9% | +32.1% |
| 3Y | +93.3% | +60.4% | +33.0% | +36.0% |
| 5Y | +3.3% | +27.0% | -23.7% | -7.9% |
| All | +29.6% | +52.8% | -23.2% | +14.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling