+400.1%
AGNC vs SPXU
-100.0%
+500.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | 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% | -4.8% |
| 3M | +1.9% | -9.3% | +11.1% | +0.2% |
| 6M | +1.8% | -30.7% | +32.5% | -4.6% |
| YTD | +3.4% | -28.1% | +31.6% | -2.1% |
| 1Y | +13.6% | -35.2% | +48.9% | +5.6% |
| 3Y | +60.4% | -79.9% | +140.3% | +23.9% |
| 5Y | +27.0% | -86.4% | +113.4% | -0.7% |
| 10Y | +83.1% | -99.5% | +182.6% | -6.2% |
| All | +400.1% | -100.0% | +500.1% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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