+5,246.7%
SMCI vs AGNC
+622.7%
+4,624.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.4% | +7.7% | +7.5% |
| 7D | +1.3% | -4.7% | +6.0% | +3.8% |
| 30D | +6.6% | -5.7% | +12.3% | +9.8% |
| 3M | +25.4% | +1.9% | +23.6% | +23.6% |
| 6M | +26.1% | +1.8% | +24.3% | +26.5% |
| YTD | +37.0% | +3.4% | +33.6% | +36.5% |
| 1Y | -8.8% | +13.6% | -22.4% | -13.3% |
| 3Y | +44.6% | +60.4% | -15.8% | +17.2% |
| 5Y | +995.9% | +27.0% | +969.0% | +872.3% |
| 10Y | +1,801.4% | +83.1% | +1,718.3% | +1,305.1% |
| All | +5,246.7% | +622.7% | +4,624.0% | +1,946.8% |
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 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