-12.7%
SOXL vs AGNC
-0.6%
-12.1%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -38.7% | -0.6% | -38.1% | -38.0% |
| 7D | -60.1% | -0.1% | -60.0% | -59.7% |
| 30D | -75.1% | +2.8% | -77.9% | -76.1% |
| 3M | -69.0% | -14.2% | -54.8% | -60.0% |
| 6M | -71.6% | -11.7% | -59.9% | -66.1% |
| YTD | -2.7% | -7.7% | +5.0% | +8.8% |
| 1Y | -12.7% | -1.2% | -11.5% | -9.2% |
| All | -12.7% | -0.6% | -12.1% | -9.2% |
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 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