+275.6%
AGNC vs SCHG
+1,132.2%
-856.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.8% |
| 7D | -4.7% | -1.0% | -3.7% | -4.2% |
| 30D | -5.7% | -1.3% | -4.4% | -5.1% |
| 3M | +1.9% | +5.4% | -3.6% | -0.8% |
| 6M | +1.8% | +14.4% | -12.6% | -4.8% |
| YTD | +3.4% | +8.0% | -4.6% | -0.6% |
| 1Y | +13.6% | +12.7% | +0.9% | +6.6% |
| 3Y | +60.4% | +85.6% | -25.2% | +15.9% |
| 5Y | +27.0% | +85.5% | -58.5% | -10.0% |
| 10Y | +83.1% | +456.0% | -372.9% | -21.6% |
| All | +275.6% | +1,132.2% | -856.6% | +9.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling