+60.5%
SWKS vs AGNC
+83.7%
-23.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.5% | +5.3% |
| 7D | +19.4% | -4.7% | +24.1% | +22.0% |
| 30D | +26.8% | -5.7% | +32.5% | +30.3% |
| 3M | +21.5% | +1.9% | +19.6% | +19.8% |
| 6M | +61.0% | +1.8% | +59.2% | +58.4% |
| YTD | +42.2% | +3.4% | +38.8% | +38.5% |
| 1Y | +22.1% | +13.6% | +8.5% | +12.9% |
| 3Y | -0.9% | +60.4% | -61.2% | -23.1% |
| 5Y | -42.6% | +27.0% | -69.6% | -51.1% |
| All | +60.5% | +83.7% | -23.2% | +21.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling