0.0%
AGNC vs SMTC
+70.8%
-70.9%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -12.9% | +16.9% | +4.1% |
| 7D | +1.5% | -24.5% | +26.0% | +1.8% |
| 30D | +3.9% | -42.5% | +46.4% | +4.9% |
| 3M | -13.5% | -14.1% | +0.6% | -13.9% |
| 6M | -10.6% | +3.6% | -14.2% | -13.4% |
| YTD | -7.2% | +50.6% | -57.8% | -13.3% |
| 1Y | 0.0% | +72.2% | -72.3% | -7.5% |
| All | 0.0% | +70.8% | -70.9% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 1y: compounded portfolio wealth divided by compounded SMTC 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…
1y analysis · Full analysis span regression · 6 months rolling