+118.2%
SRE vs AGNC
+83.7%
+34.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | -0.8% | -4.7% | +3.9% | +1.0% |
| 30D | -3.0% | -5.7% | +2.7% | -0.8% |
| 3M | -8.3% | +1.9% | -10.2% | -9.2% |
| 6M | -8.9% | +1.8% | -10.7% | -10.0% |
| YTD | -4.3% | +3.4% | -7.7% | -6.2% |
| 1Y | +2.7% | +13.6% | -10.9% | -3.1% |
| 3Y | +28.7% | +60.4% | -31.7% | +4.5% |
| 5Y | +47.1% | +27.0% | +20.2% | +30.4% |
| All | +118.2% | +83.7% | +34.6% | +61.3% |
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