-1.2%
AGNC vs SOXQ
+29.4%
-30.6%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -12.1% | +11.6% | +0.5% |
| 7D | -0.1% | -21.6% | +21.5% | +2.0% |
| 30D | +2.8% | -31.7% | +34.5% | +6.4% |
| 3M | -14.2% | -24.8% | +10.6% | -12.2% |
| 6M | -11.7% | -17.7% | +6.0% | -13.3% |
| YTD | -7.7% | +27.7% | -35.4% | -17.1% |
| 1Y | -1.2% | +26.0% | -27.2% | -11.3% |
| All | -1.2% | +29.4% | -30.6% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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