-100.0%
SOXS vs AGNC
+276.2%
-376.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.2% | -6.1% |
| 7D | -4.7% | -4.7% | -0.1% | -10.6% |
| 30D | +7.7% | -5.7% | +13.4% | -0.3% |
| 3M | -10.2% | +1.9% | -12.0% | -7.8% |
| 6M | -99.2% | +1.8% | -101.0% | -98.7% |
| YTD | -99.5% | +3.4% | -103.0% | -99.2% |
| 1Y | -99.8% | +13.6% | -113.4% | -99.5% |
| 3Y | -100.0% | +60.4% | -160.4% | -99.9% |
| 5Y | -100.0% | +27.0% | -127.0% | -100.0% |
| 10Y | -100.0% | +83.1% | -183.1% | -100.0% |
| All | -100.0% | +276.2% | -376.2% | -100.0% |
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