+666.3%
AGNC vs SIMO
+2,005.1%
-1,338.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.2% | -5.9% | -0.3% |
| 7D | +0.8% | +14.6% | -13.9% | -0.6% |
| 30D | -0.4% | +6.2% | -6.6% | -1.3% |
| 3M | +9.2% | +3.6% | +5.6% | +7.4% |
| 6M | +7.4% | +130.8% | -123.4% | -4.2% |
| YTD | +8.8% | +195.8% | -186.9% | -6.0% |
| 1Y | +18.3% | +225.0% | -206.7% | +0.7% |
| 3Y | +71.2% | +452.3% | -381.1% | +35.6% |
| 5Y | +34.8% | +303.6% | -268.8% | +8.6% |
| 10Y | +85.8% | +528.8% | -443.0% | +38.3% |
| All | +666.3% | +2,005.1% | -1,338.8% | +325.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling