-8.8%
SMCI vs AGNC
+13.3%
-22.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.4% | +7.7% | +7.7% |
| 7D | +1.3% | -4.7% | +6.0% | +7.2% |
| 30D | +6.6% | -5.7% | +12.3% | +14.0% |
| 3M | +25.4% | +1.9% | +23.6% | +17.2% |
| 6M | +26.1% | +1.8% | +24.3% | +19.2% |
| YTD | +37.0% | +3.4% | +33.6% | +30.1% |
| 1Y | -8.8% | +13.6% | -22.4% | -18.7% |
| All | -8.8% | +13.3% | -22.0% | -18.7% |
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