+266.8%
RMBS vs SCCO
+303.5%
-36.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.1% |
| 7D | +1.8% | -2.7% | +4.4% | +3.0% |
| 30D | -13.9% | -0.7% | -13.2% | -14.1% |
| 3M | -39.8% | +8.1% | -47.9% | -42.6% |
| 6M | -6.0% | +4.1% | -10.1% | -8.2% |
| YTD | -5.4% | +41.1% | -46.5% | -23.3% |
| 1Y | -1.8% | +95.6% | -97.4% | -32.4% |
| 3Y | +53.7% | +179.3% | -125.6% | -11.3% |
| All | +266.8% | +303.5% | -36.7% | +81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 5y: compounded portfolio wealth divided by compounded SCCO 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…
5y analysis · Full analysis span regression · 6 months rolling