+2,986.7%
SOXX vs AGNC
+618.4%
+2,368.3%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.6% | -5.0% | -5.4% |
| 7D | -4.3% | -5.3% | +0.9% | -2.0% |
| 30D | -9.6% | -6.9% | -2.7% | -6.8% |
| 3M | -16.5% | +1.2% | -17.7% | -17.3% |
| 6M | +50.3% | +5.6% | +44.7% | +46.4% |
| YTD | +65.3% | +2.8% | +62.5% | +62.9% |
| 1Y | +95.5% | +13.5% | +82.0% | +84.1% |
| 3Y | +207.2% | +55.3% | +151.9% | +151.2% |
| 5Y | +228.3% | +26.9% | +201.4% | +188.5% |
| 10Y | +1,445.1% | +79.7% | +1,365.4% | +1,048.1% |
| All | +2,986.7% | +618.4% | +2,368.3% | +1,053.0% |
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