+251.1%
SLV vs AGNC
+622.7%
-371.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | -2.8% | -4.7% | +1.9% | -2.0% |
| 30D | -1.6% | -5.7% | +4.1% | -0.5% |
| 3M | -4.4% | +1.9% | -6.3% | -4.8% |
| 6M | -25.4% | +1.8% | -27.2% | -25.6% |
| YTD | -9.8% | +3.4% | -13.2% | -9.8% |
| 1Y | +53.8% | +13.6% | +40.2% | +51.4% |
| 3Y | +174.7% | +60.4% | +114.3% | +154.7% |
| 5Y | +164.3% | +27.0% | +137.3% | +151.1% |
| 10Y | +220.9% | +83.1% | +137.8% | +185.7% |
| All | +251.1% | +622.7% | -371.6% | +200.4% |
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 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