+125.0%
SU vs AGNC
+62.2%
+62.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | -0.1% |
| 7D | +2.2% | -4.7% | +6.9% | +2.9% |
| 30D | +8.4% | -5.7% | +14.1% | +9.3% |
| 3M | +12.1% | +1.9% | +10.2% | +11.3% |
| 6M | +19.7% | +1.8% | +17.9% | +18.5% |
| YTD | +58.4% | +3.4% | +55.0% | +56.1% |
| 1Y | +67.2% | +13.6% | +53.6% | +60.6% |
| 3Y | +125.0% | +60.4% | +64.7% | +106.3% |
| All | +125.0% | +62.2% | +62.9% | +106.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling