+591.3%
AGNC vs SPXL
+7,537.4%
-6,946.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -0.9% |
| 7D | -4.7% | -2.5% | -2.2% | -4.2% |
| 30D | -5.7% | -4.2% | -1.4% | -4.8% |
| 3M | +1.9% | +8.1% | -6.2% | -0.1% |
| 6M | +1.8% | +35.6% | -33.8% | -5.3% |
| YTD | +3.4% | +28.8% | -25.4% | -2.9% |
| 1Y | +13.6% | +39.8% | -26.2% | +4.3% |
| 3Y | +60.4% | +221.4% | -161.0% | +19.0% |
| 5Y | +27.0% | +146.9% | -120.0% | -5.3% |
| 10Y | +83.1% | +1,255.8% | -1,172.7% | -12.5% |
| All | +591.3% | +7,537.4% | -6,946.1% | +81.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling