-14.4%
SMR vs AGNC
+51.2%
-65.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -0.4% | -15.3% | -15.4% |
| 7D | -11.2% | -4.7% | -6.5% | -8.1% |
| 30D | -10.2% | -5.7% | -4.5% | -6.4% |
| 3M | -10.0% | +1.9% | -11.9% | -11.4% |
| 6M | -30.5% | +1.8% | -32.3% | -30.9% |
| YTD | -39.2% | +3.4% | -42.7% | -39.7% |
| 1Y | -75.5% | +13.6% | -89.1% | -77.2% |
| 3Y | +45.4% | +60.4% | -14.9% | +10.2% |
| All | -14.4% | +51.2% | -65.6% | -31.9% |
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