+401.4%
SRE vs AGNC
+622.7%
-221.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | -0.8% | -4.7% | +3.9% | +0.9% |
| 30D | -3.0% | -5.7% | +2.7% | -1.0% |
| 3M | -8.3% | +1.9% | -10.2% | -9.1% |
| 6M | -8.9% | +1.8% | -10.7% | -9.9% |
| YTD | -4.3% | +3.4% | -7.7% | -6.0% |
| 1Y | +2.7% | +13.6% | -10.9% | -2.5% |
| 3Y | +28.7% | +60.4% | -31.7% | +6.6% |
| 5Y | +47.1% | +27.0% | +20.2% | +30.0% |
| 10Y | +121.7% | +83.1% | +38.6% | +67.5% |
| All | +401.4% | +622.7% | -221.2% | +108.5% |
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