+80.6%
AGNC vs SPXL
+1,271.9%
-1,191.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -1.0% |
| 7D | -4.7% | -2.5% | -2.2% | -4.1% |
| 30D | -5.7% | -4.2% | -1.4% | -4.7% |
| 3M | +1.9% | +8.1% | -6.2% | -0.4% |
| 6M | +1.8% | +35.6% | -33.8% | -6.2% |
| YTD | +3.4% | +28.8% | -25.4% | -3.7% |
| 1Y | +13.6% | +39.8% | -26.2% | +3.2% |
| 3Y | +60.4% | +221.4% | -161.0% | +14.0% |
| 5Y | +27.0% | +146.9% | -120.0% | -9.7% |
| All | +80.6% | +1,271.9% | -1,191.2% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL 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 10y: compounded portfolio wealth divided by compounded SPXL 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…
10y analysis · Full analysis span regression · 6 months rolling