+38.0%
SCHD vs AGNC
-0.6%
+38.6%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.1% |
| 7D | -0.5% | -0.1% | -0.4% | -0.5% |
| 30D | +7.8% | +2.8% | +5.1% | +7.1% |
| 3M | +6.1% | -14.2% | +20.3% | +9.3% |
| 6M | +13.6% | -11.7% | +25.2% | +16.3% |
| YTD | +32.3% | -7.7% | +40.0% | +31.0% |
| 1Y | +38.0% | -1.2% | +39.2% | +31.7% |
| All | +38.0% | -0.6% | +38.6% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGNC.
Daily Out/Under-Performance
Portfolio return minus AGNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGNC 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 1y: compounded portfolio wealth divided by compounded AGNC 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…
1y analysis · Full analysis span regression · 6 months rolling