+572.5%
SNPS vs AGNC
+83.7%
+488.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.2% |
| 7D | +0.9% | -4.7% | +5.6% | +2.6% |
| 30D | -3.6% | -5.7% | +2.0% | -1.6% |
| 3M | -12.9% | +1.9% | -14.8% | -13.6% |
| 6M | -8.2% | +1.8% | -10.0% | -9.0% |
| YTD | -15.4% | +3.4% | -18.8% | -16.8% |
| 1Y | -9.3% | +13.6% | -22.9% | -13.9% |
| 3Y | -14.0% | +60.4% | -74.3% | -28.1% |
| 5Y | +19.5% | +27.0% | -7.5% | +6.6% |
| All | +572.5% | +83.7% | +488.8% | +434.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling