+255.8%
RMBS vs SFM
+109.4%
+146.5%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.5% | +2.2% | +5.4% |
| 7D | +3.0% | -7.1% | +10.0% | +3.7% |
| 30D | -15.5% | -21.4% | +5.9% | -14.0% |
| 3M | -11.5% | -40.1% | +28.6% | -7.3% |
| 6M | -36.5% | -38.0% | +1.5% | -34.3% |
| YTD | -7.1% | -36.5% | +29.4% | -4.7% |
| 1Y | -18.7% | -35.2% | +16.5% | -17.0% |
| 3Y | +36.2% | +23.5% | +12.7% | +23.1% |
| All | +255.8% | +109.4% | +146.5% | +228.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling