+80.6%
AGNC vs SIMO
+605.2%
-524.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.2% | -7.6% | -1.1% |
| 7D | -4.7% | +11.0% | -15.7% | -5.7% |
| 30D | -5.7% | +17.9% | -23.6% | -7.4% |
| 3M | +1.9% | +3.9% | -2.0% | +0.2% |
| 6M | +1.8% | +131.0% | -129.2% | -10.5% |
| YTD | +3.4% | +209.3% | -205.9% | -13.0% |
| 1Y | +13.6% | +223.8% | -210.1% | -5.5% |
| 3Y | +60.4% | +479.2% | -418.9% | +20.4% |
| 5Y | +27.0% | +316.0% | -289.0% | -2.3% |
| All | +80.6% | +605.2% | -524.5% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 10y: compounded portfolio wealth divided by compounded SIMO 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…
10y analysis · Full analysis span regression · 6 months rolling