+10.3%
SLV vs AGNC
+2.0%
+8.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.0% | +1.2% | +1.0% |
| 7D | -3.9% | +1.5% | -5.3% | -5.3% |
| 30D | -14.5% | +3.9% | -18.4% | -18.0% |
| 3M | -12.4% | -13.5% | +1.1% | +3.3% |
| 6M | -28.5% | -10.6% | -17.9% | -20.1% |
| YTD | -26.8% | -7.2% | -19.6% | -6.5% |
| 1Y | +10.3% | 0.0% | +10.4% | +42.1% |
| All | +10.3% | +2.0% | +8.4% | +42.1% |
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 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