+41.9%
SO vs AGNC
+62.2%
-20.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -1.1% | -4.7% | +3.6% | -0.2% |
| 30D | -5.0% | -5.7% | +0.7% | -4.0% |
| 3M | -5.8% | +1.9% | -7.6% | -6.1% |
| 6M | -7.9% | +1.8% | -9.7% | -8.4% |
| YTD | +2.4% | +3.4% | -1.0% | +1.5% |
| 1Y | -2.3% | +13.6% | -15.9% | -5.0% |
| 3Y | +41.9% | +60.4% | -18.5% | +33.0% |
| All | +41.9% | +62.2% | -20.3% | +33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling