-14.1%
SWKS vs AGNC
+67.9%
-82.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +2.4% |
| 7D | +6.8% | -1.0% | +7.8% | +7.4% |
| 30D | +11.3% | -1.2% | +12.5% | +12.0% |
| 3M | +4.1% | +5.4% | -1.3% | +0.7% |
| 6M | +39.7% | +6.7% | +33.0% | +33.6% |
| YTD | +23.2% | +7.1% | +16.1% | +17.2% |
| 1Y | +5.3% | +16.3% | -11.0% | -5.1% |
| All | -14.1% | +67.9% | -82.1% | -36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling