-17.4%
RMBS vs SFM
-35.8%
+18.5%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.6% | -9.6% | -5.3% |
| 7D | -8.9% | -12.3% | +3.3% | -10.1% |
| 30D | -24.8% | -16.2% | -8.6% | -26.4% |
| 3M | -17.6% | -36.8% | +19.2% | -22.9% |
| 6M | -25.7% | -32.6% | +6.9% | -29.3% |
| YTD | -9.8% | -31.7% | +21.9% | -14.1% |
| 1Y | -17.4% | -35.0% | +17.6% | -22.5% |
| All | -17.4% | -35.8% | +18.5% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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