+42.0%
SOFI vs AGNC
+38.3%
+3.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +1.0% |
| 7D | -4.9% | -4.7% | -0.2% | -0.7% |
| 30D | -3.5% | -5.7% | +2.2% | +1.9% |
| 3M | +3.9% | +1.9% | +2.0% | +2.0% |
| 6M | -6.5% | +1.8% | -8.3% | -8.3% |
| YTD | -33.8% | +3.4% | -37.3% | -36.3% |
| 1Y | -33.3% | +13.6% | -46.9% | -41.5% |
| 3Y | +94.6% | +60.4% | +34.2% | +26.6% |
| 5Y | +13.3% | +27.0% | -13.7% | -1.2% |
| All | +42.0% | +38.3% | +3.7% | +35.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling