+628.3%
AGNC vs SMTC
+851.8%
-223.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.1% | -5.5% | -1.1% |
| 7D | -4.7% | +13.1% | -17.8% | -6.4% |
| 30D | -5.7% | +19.5% | -25.1% | -8.5% |
| 3M | +1.9% | +2.2% | -0.4% | -0.2% |
| 6M | +1.8% | +94.9% | -93.1% | -10.4% |
| YTD | +3.4% | +127.0% | -123.5% | -11.4% |
| 1Y | +13.6% | +174.6% | -161.0% | -6.2% |
| 3Y | +60.4% | +615.9% | -555.6% | +2.7% |
| 5Y | +27.0% | +125.6% | -98.6% | -4.2% |
| 10Y | +83.1% | +540.5% | -457.4% | +7.9% |
| All | +628.3% | +851.8% | -223.6% | +248.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling