+478.6%
SOXL vs AGNC
+62.2%
+416.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.4% | +5.6% | +5.9% |
| 7D | +3.9% | -4.7% | +8.6% | +12.6% |
| 30D | -14.3% | -5.7% | -8.6% | -5.7% |
| 3M | -45.6% | +1.9% | -47.5% | -49.2% |
| 6M | +117.2% | +1.8% | +115.4% | +110.8% |
| YTD | +189.8% | +3.4% | +186.4% | +176.6% |
| 1Y | +317.7% | +13.6% | +304.1% | +237.5% |
| 3Y | +478.6% | +60.4% | +418.3% | +212.8% |
| All | +478.6% | +62.2% | +416.4% | +212.8% |
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 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