+54.9%
RMBS vs SFM
+83.0%
-28.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.9% | +4.8% | +1.2% |
| 7D | +3.5% | -7.2% | +10.6% | +4.0% |
| 30D | -8.6% | -14.3% | +5.7% | -7.6% |
| 3M | -40.3% | -13.7% | -26.6% | -39.8% |
| 6M | -1.0% | -6.0% | +5.0% | -1.7% |
| YTD | -4.6% | -8.2% | +3.6% | -5.2% |
| 1Y | +17.6% | -46.2% | +63.8% | +28.7% |
| All | +54.9% | +83.0% | -28.1% | +33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling