+633.9%
AGNC vs SPXS
-100.0%
+733.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | -0.9% |
| 7D | -4.7% | +2.5% | -7.2% | -4.2% |
| 30D | -5.7% | +4.2% | -9.9% | -4.7% |
| 3M | +1.9% | -9.3% | +11.2% | +0.2% |
| 6M | +1.8% | -30.7% | +32.5% | -4.7% |
| YTD | +3.4% | -28.1% | +31.5% | -2.1% |
| 1Y | +13.6% | -35.1% | +48.7% | +5.6% |
| 3Y | +60.4% | -79.6% | +139.9% | +24.2% |
| 5Y | +27.0% | -86.3% | +113.2% | -0.5% |
| 10Y | +83.1% | -99.5% | +182.6% | -9.0% |
| All | +633.9% | -100.0% | +733.9% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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