+96.2%
SMH vs AGNC
+22.6%
+73.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.7% |
| 7D | +2.5% | -1.2% | +3.7% | +3.1% |
| 30D | -0.5% | +0.9% | -1.4% | -0.9% |
| 3M | -9.6% | +7.0% | -16.6% | -13.1% |
| 6M | +42.1% | +3.9% | +38.2% | +37.0% |
| YTD | +57.4% | +8.5% | +48.9% | +52.9% |
| 1Y | +96.2% | +19.6% | +76.7% | +91.4% |
| All | +96.2% | +22.6% | +73.7% | +91.4% |
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 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