+17.3%
AGNC vs SOXQ
+286.7%
-269.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -0.8% |
| 7D | -4.7% | +0.8% | -5.5% | -4.9% |
| 30D | -5.7% | -4.6% | -1.1% | -4.7% |
| 3M | +1.9% | -10.2% | +12.0% | +3.5% |
| 6M | +1.8% | +49.7% | -47.9% | -11.7% |
| YTD | +3.4% | +67.2% | -63.8% | -13.3% |
| 1Y | +13.6% | +98.0% | -84.4% | -10.2% |
| 3Y | +60.4% | +237.2% | -176.8% | +0.3% |
| 5Y | +27.0% | +261.3% | -234.3% | -25.8% |
| All | +17.3% | +286.7% | -269.4% | -31.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling