-11.0%
RMBS vs SFM
-36.8%
+25.8%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.6% | -3.0% |
| 7D | +10.3% | +6.0% | +4.3% | +11.2% |
| 30D | -10.7% | -19.5% | +8.7% | -13.0% |
| 3M | -17.2% | -37.0% | +19.8% | -22.2% |
| 6M | -39.0% | -41.0% | +2.0% | -42.9% |
| YTD | -10.5% | -34.6% | +24.1% | -14.1% |
| 1Y | -11.0% | -36.3% | +25.3% | -14.4% |
| All | -11.0% | -36.8% | +25.8% | -14.4% |
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