+280.4%
SHW vs AGNC
+83.7%
+196.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.0% |
| 7D | -3.1% | -4.7% | +1.6% | -1.4% |
| 30D | -10.0% | -5.7% | -4.4% | -8.1% |
| 3M | +2.3% | +1.9% | +0.4% | +1.8% |
| 6M | +0.7% | +1.8% | -1.1% | +0.2% |
| YTD | +0.5% | +3.4% | -3.0% | -0.6% |
| 1Y | -11.5% | +13.6% | -25.1% | -15.3% |
| 3Y | +21.3% | +60.4% | -39.0% | +3.2% |
| 5Y | +12.5% | +27.0% | -14.4% | +0.8% |
| All | +280.4% | +83.7% | +196.8% | +208.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling