+534.0%
RMBS vs SFM
+140.2%
+393.8%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.6% | -3.4% |
| 7D | +10.3% | +6.0% | +4.3% | +9.6% |
| 30D | -10.7% | -19.5% | +8.7% | -8.9% |
| 3M | -17.2% | -37.0% | +19.8% | -12.9% |
| 6M | -39.0% | -41.0% | +2.0% | -35.6% |
| YTD | -10.5% | -34.6% | +24.1% | -7.7% |
| 1Y | -11.0% | -36.3% | +25.3% | -7.9% |
| 3Y | +31.3% | +24.5% | +6.8% | +19.4% |
| 5Y | +242.8% | +115.9% | +126.9% | +179.2% |
| All | +534.0% | +140.2% | +393.8% | +382.6% |
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