+558.9%
RMBS vs SFM
+271.4%
+287.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.8% |
| 7D | +1.8% | -10.6% | +12.4% | +3.3% |
| 30D | -13.9% | -15.5% | +1.6% | -12.1% |
| 3M | -39.8% | -17.4% | -22.4% | -38.5% |
| 6M | -6.0% | -3.4% | -2.6% | -6.8% |
| YTD | -5.4% | -8.7% | +3.3% | -5.7% |
| 1Y | -1.8% | -47.2% | +45.4% | +6.4% |
| 3Y | +53.7% | +82.7% | -29.1% | +33.9% |
| 5Y | +268.5% | +214.3% | +54.2% | +188.4% |
| All | +558.9% | +271.4% | +287.4% | +357.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling