+8,199.4%
STX vs AGNC
+648.3%
+7,551.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.4% |
| 7D | +9.6% | -1.0% | +10.6% | +10.1% |
| 30D | +10.6% | -1.2% | +11.8% | +11.1% |
| 3M | +4.8% | +5.4% | -0.6% | +1.6% |
| 6M | +137.3% | +6.7% | +130.5% | +128.9% |
| YTD | +222.5% | +7.1% | +215.4% | +211.0% |
| 1Y | +366.2% | +16.3% | +349.9% | +332.9% |
| 3Y | +1,352.9% | +68.5% | +1,284.4% | +1,041.4% |
| 5Y | +1,077.4% | +31.4% | +1,046.0% | +910.2% |
| 10Y | +3,621.5% | +89.6% | +3,531.9% | +2,489.7% |
| All | +8,199.4% | +648.3% | +7,551.1% | +2,693.5% |
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