-5.1%
SNXX vs AGNC
-16.7%
+11.5%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -43.1% | -0.6% | -42.5% | -42.8% |
| 7D | -66.8% | -0.1% | -66.7% | -66.5% |
| 30D | -79.7% | +2.8% | -82.4% | -80.0% |
| 3M | -72.8% | -14.2% | -58.7% | -67.8% |
| 6M | -84.7% | -11.7% | -73.0% | -83.3% |
| All | -5.1% | -16.7% | +11.5% | -5.2% |
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 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