+1,048.0%
STX vs AGNC
+26.7%
+1,021.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.6% |
| 7D | -2.3% | -4.7% | +2.4% | -0.2% |
| 30D | -5.5% | -5.7% | +0.2% | -3.2% |
| 3M | -4.3% | +1.9% | -6.2% | -6.2% |
| 6M | +115.6% | +1.8% | +113.8% | +111.4% |
| YTD | +202.2% | +3.4% | +198.7% | +194.7% |
| 1Y | +325.3% | +13.6% | +311.7% | +296.6% |
| 3Y | +1,283.9% | +60.4% | +1,223.5% | +1,007.7% |
| All | +1,048.0% | +26.7% | +1,021.4% | +934.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling