+99.5%
SHOP vs AGNC
+62.2%
+37.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.0% |
| 7D | -11.2% | -4.7% | -6.5% | -8.0% |
| 30D | -14.4% | -5.7% | -8.7% | -10.5% |
| 3M | +16.6% | +1.9% | +14.7% | +14.9% |
| 6M | -0.6% | +1.8% | -2.4% | -2.3% |
| YTD | -20.0% | +3.4% | -23.4% | -22.9% |
| 1Y | -11.2% | +13.6% | -24.8% | -20.8% |
| 3Y | +99.5% | +60.4% | +39.1% | +27.1% |
| All | +99.5% | +62.2% | +37.3% | +27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling