+45.4%
SMR vs AGNC
+62.2%
-16.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -0.4% | -15.3% | -15.3% |
| 7D | -11.2% | -4.7% | -6.5% | -6.7% |
| 30D | -10.2% | -5.7% | -4.5% | -4.5% |
| 3M | -10.0% | +1.9% | -11.9% | -12.3% |
| 6M | -30.5% | +1.8% | -32.3% | -31.5% |
| YTD | -39.2% | +3.4% | -42.7% | -40.2% |
| 1Y | -75.5% | +13.6% | -89.1% | -78.1% |
| 3Y | +45.4% | +60.4% | -14.9% | -20.2% |
| All | +45.4% | +62.2% | -16.7% | -20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling