-46.7%
SOFI vs AGNC
-0.6%
-46.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | -0.6% | -7.1% | -7.3% |
| 7D | -8.9% | -0.1% | -8.8% | -8.8% |
| 30D | +1.8% | +2.8% | -1.0% | -0.1% |
| 3M | -12.1% | -14.2% | +2.1% | -1.4% |
| 6M | +0.1% | -11.7% | +11.8% | +9.4% |
| YTD | -38.7% | -7.7% | -31.0% | -35.8% |
| 1Y | -46.7% | -1.2% | -45.5% | -47.7% |
| All | -46.7% | -0.6% | -46.1% | -47.7% |
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