+3,939.3%
SMH vs AGNC
+622.7%
+3,316.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +0.3% | -4.7% | +5.0% | +2.3% |
| 30D | -2.8% | -5.7% | +2.9% | -0.4% |
| 3M | -6.7% | +1.9% | -8.6% | -7.7% |
| 6M | +41.8% | +1.8% | +40.0% | +40.4% |
| YTD | +57.9% | +3.4% | +54.4% | +55.2% |
| 1Y | +87.6% | +13.6% | +74.0% | +77.0% |
| 3Y | +282.9% | +60.4% | +222.6% | +210.0% |
| 5Y | +330.4% | +27.0% | +303.4% | +278.5% |
| 10Y | +1,857.0% | +83.1% | +1,773.9% | +1,347.7% |
| All | +3,939.3% | +622.7% | +3,316.6% | +1,368.8% |
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