+26.4%
AGNC vs SPXL
+141.8%
-115.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -1.1% |
| 7D | -4.7% | -2.5% | -2.2% | -4.0% |
| 30D | -5.7% | -4.2% | -1.4% | -4.6% |
| 3M | +1.9% | +8.1% | -6.2% | -0.7% |
| 6M | +1.8% | +35.6% | -33.8% | -7.3% |
| YTD | +3.4% | +28.8% | -25.4% | -4.7% |
| 1Y | +13.6% | +39.8% | -26.2% | +1.7% |
| 3Y | +60.4% | +221.4% | -161.0% | +6.3% |
| All | +26.4% | +141.8% | -115.4% | -17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling