+24.9%
SMH vs AGNC
-0.6%
+25.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | -0.6% | -10.6% | -11.0% |
| 7D | -20.3% | -0.1% | -20.2% | -20.2% |
| 30D | -29.2% | +2.8% | -32.0% | -30.0% |
| 3M | -21.4% | -14.2% | -7.2% | -14.6% |
| 6M | -14.3% | -11.7% | -2.7% | -9.0% |
| YTD | +24.3% | -7.7% | +32.0% | +29.0% |
| 1Y | +24.9% | -1.2% | +26.1% | +28.4% |
| All | +24.9% | -0.6% | +25.5% | +28.4% |
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