-87.2%
SOXS vs AGNC
-0.6%
-86.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.2% | -0.6% | +39.8% | +38.5% |
| 7D | +94.9% | -0.1% | +95.0% | +93.8% |
| 30D | +174.1% | +2.8% | +171.4% | +178.8% |
| 3M | +82.4% | -14.2% | +96.6% | +39.0% |
| 6M | -27.7% | -11.7% | -16.0% | -39.9% |
| YTD | -86.6% | -7.7% | -78.9% | -86.8% |
| 1Y | -87.2% | -1.2% | -86.0% | -86.4% |
| All | -87.2% | -0.6% | -86.6% | -86.4% |
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