+38.1%
SOXX vs AGNC
-1.6%
+39.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.7% |
| 7D | -13.1% | +1.5% | -14.6% | -13.7% |
| 30D | -29.7% | +5.2% | -34.9% | -31.4% |
| 3M | -23.0% | -14.1% | -8.9% | -16.2% |
| 6M | -19.1% | -12.7% | -6.4% | -13.4% |
| YTD | +36.2% | -8.1% | +44.4% | +41.0% |
| 1Y | +38.1% | -1.3% | +39.5% | +40.0% |
| All | +38.1% | -1.6% | +39.8% | +40.0% |
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 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