+36.3%
RMBS vs SFM
+23.6%
+12.7%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.5% | +2.2% | +5.5% |
| 7D | +3.0% | -7.1% | +10.0% | +3.3% |
| 30D | -15.5% | -21.4% | +5.9% | -14.7% |
| 3M | -11.5% | -40.1% | +28.6% | -9.0% |
| 6M | -36.5% | -38.0% | +1.5% | -35.3% |
| YTD | -7.1% | -36.5% | +29.4% | -6.0% |
| 1Y | -18.7% | -35.2% | +16.5% | -18.2% |
| All | +36.3% | +23.6% | +12.7% | +30.0% |
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