-75.5%
SMR vs AGNC
+13.3%
-88.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -0.4% | -15.3% | -15.2% |
| 7D | -11.2% | -4.7% | -6.5% | -6.4% |
| 30D | -10.2% | -5.7% | -4.5% | -4.2% |
| 3M | -10.0% | +1.9% | -11.9% | -13.3% |
| 6M | -30.5% | +1.8% | -32.3% | -32.9% |
| YTD | -39.2% | +3.4% | -42.7% | -36.8% |
| 1Y | -75.5% | +13.6% | -89.1% | -71.5% |
| All | -75.5% | +13.3% | -88.8% | -71.5% |
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