+153.1%
SO vs AGNC
+83.7%
+69.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | -1.1% | -4.7% | +3.6% | +0.4% |
| 30D | -5.0% | -5.7% | +0.7% | -3.3% |
| 3M | -5.8% | +1.9% | -7.6% | -6.4% |
| 6M | -7.9% | +1.8% | -9.7% | -8.8% |
| YTD | +2.4% | +3.4% | -1.0% | +0.8% |
| 1Y | -2.3% | +13.6% | -15.9% | -6.8% |
| 3Y | +41.9% | +60.4% | -18.5% | +19.2% |
| 5Y | +58.1% | +27.0% | +31.1% | +42.2% |
| All | +153.1% | +83.7% | +69.4% | +95.5% |
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