+26.4%
AGNC vs SCHG
+84.3%
-57.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.9% |
| 7D | -4.7% | -1.0% | -3.7% | -4.1% |
| 30D | -5.7% | -1.3% | -4.4% | -5.0% |
| 3M | +1.9% | +5.4% | -3.6% | -1.1% |
| 6M | +1.8% | +14.4% | -12.6% | -5.6% |
| YTD | +3.4% | +8.0% | -4.6% | -1.1% |
| 1Y | +13.6% | +12.7% | +0.9% | +5.7% |
| 3Y | +60.4% | +85.6% | -25.2% | +9.1% |
| All | +26.4% | +84.3% | -57.9% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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