+219.9%
SLV vs AGNC
+83.7%
+136.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | -2.8% | -4.7% | +1.9% | -1.5% |
| 30D | -1.6% | -5.7% | +4.1% | 0.0% |
| 3M | -4.4% | +1.9% | -6.3% | -4.9% |
| 6M | -25.4% | +1.8% | -27.2% | -25.7% |
| YTD | -9.8% | +3.4% | -13.2% | -9.8% |
| 1Y | +53.8% | +13.6% | +40.2% | +50.5% |
| 3Y | +174.7% | +60.4% | +114.3% | +147.4% |
| 5Y | +164.3% | +27.0% | +137.3% | +148.2% |
| All | +219.9% | +83.7% | +136.2% | +146.4% |
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