+432.9%
SNXX vs AGNC
-2.0%
+434.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.1% | +23.5% | +23.5% |
| 7D | +34.9% | -1.2% | +36.1% | +36.2% |
| 30D | +52.5% | +0.9% | +51.6% | +50.8% |
| 3M | -41.3% | +7.0% | -48.3% | -49.8% |
| 6M | +293.8% | +3.9% | +289.9% | +245.2% |
| All | +432.9% | -2.0% | +434.9% | +344.7% |
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