-2.7%
SMCI vs AGNC
+22.6%
-25.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.1% | +4.6% | +4.6% |
| 7D | +6.8% | -1.2% | +8.0% | +8.3% |
| 30D | +30.6% | +0.9% | +29.7% | +28.9% |
| 3M | -15.6% | +7.0% | -22.6% | -24.8% |
| 6M | +21.3% | +3.9% | +17.4% | +10.9% |
| YTD | +35.3% | +8.5% | +26.7% | +22.2% |
| 1Y | -2.7% | +19.6% | -22.3% | -16.8% |
| All | -2.7% | +22.6% | -25.3% | -16.8% |
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