+7,347.1%
SHOP vs AGNC
+100.7%
+7,246.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | +1.8% |
| 7D | -13.2% | -4.4% | -8.8% | -10.7% |
| 30D | -17.0% | -5.4% | -11.7% | -14.1% |
| 3M | +17.0% | +3.5% | +13.5% | +14.6% |
| 6M | -2.1% | +1.7% | -3.9% | -3.3% |
| YTD | -21.4% | +3.9% | -25.2% | -23.7% |
| 1Y | -11.0% | +13.8% | -24.8% | -18.7% |
| 3Y | +100.9% | +63.3% | +37.6% | +46.3% |
| 5Y | -14.7% | +27.5% | -42.2% | -29.4% |
| 10Y | +2,984.8% | +83.8% | +2,901.0% | +1,919.1% |
| All | +7,347.1% | +100.7% | +7,246.4% | +5,277.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling