-20.5%
SPGI vs AGNC
+13.3%
-33.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -7.4% | -4.7% | -2.7% | -6.3% |
| 30D | +0.4% | -5.7% | +6.0% | +1.8% |
| 3M | +5.3% | +1.9% | +3.4% | +5.2% |
| 6M | +1.7% | +1.8% | -0.1% | +0.9% |
| YTD | -16.4% | +3.4% | -19.8% | -18.2% |
| 1Y | -20.5% | +13.6% | -34.1% | -24.9% |
| All | -20.5% | +13.3% | -33.8% | -24.9% |
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