+282.9%
SPGI vs AGNC
+83.7%
+199.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -7.4% | -4.7% | -2.7% | -5.5% |
| 30D | +0.4% | -5.7% | +6.0% | +2.8% |
| 3M | +5.3% | +1.9% | +3.4% | +4.3% |
| 6M | +1.7% | +1.8% | -0.1% | +0.5% |
| YTD | -16.4% | +3.4% | -19.8% | -18.2% |
| 1Y | -20.5% | +13.6% | -34.1% | -25.4% |
| 3Y | +14.2% | +60.4% | -46.1% | -8.6% |
| 5Y | +0.6% | +27.0% | -26.4% | -12.5% |
| All | +282.9% | +83.7% | +199.2% | +192.2% |
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 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