+1,817.6%
SMH vs AGNC
+83.7%
+1,733.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.7% |
| 7D | +0.3% | -4.7% | +5.0% | +2.6% |
| 30D | -2.8% | -5.7% | +2.9% | 0.0% |
| 3M | -6.7% | +1.9% | -8.6% | -7.9% |
| 6M | +41.8% | +1.8% | +40.0% | +40.2% |
| YTD | +57.9% | +3.4% | +54.4% | +54.8% |
| 1Y | +87.6% | +13.6% | +74.0% | +75.5% |
| 3Y | +282.9% | +60.4% | +222.6% | +201.6% |
| 5Y | +330.4% | +27.0% | +303.4% | +272.3% |
| All | +1,817.6% | +83.7% | +1,733.9% | +1,370.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling