+365.4%
STX vs AGNC
+22.6%
+342.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.1% | +6.4% | +6.4% |
| 7D | +2.4% | -1.2% | +3.6% | +2.5% |
| 30D | +1.4% | +0.9% | +0.5% | +1.1% |
| 3M | -8.2% | +7.0% | -15.2% | -11.8% |
| 6M | +127.0% | +3.9% | +123.1% | +118.5% |
| YTD | +209.1% | +8.5% | +200.6% | +204.4% |
| 1Y | +365.4% | +19.6% | +345.9% | +387.7% |
| All | +365.4% | +22.6% | +342.9% | +387.7% |
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