+270.9%
RMBS vs SFM
+217.9%
+53.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.9% | +4.8% | +1.3% |
| 7D | +3.5% | -7.2% | +10.6% | +4.2% |
| 30D | -8.6% | -14.3% | +5.7% | -7.1% |
| 3M | -40.3% | -13.7% | -26.6% | -39.6% |
| 6M | -1.0% | -6.0% | +5.0% | -1.5% |
| YTD | -4.6% | -8.2% | +3.6% | -5.1% |
| 1Y | +17.6% | -46.2% | +63.8% | +27.4% |
| 3Y | +58.6% | +83.6% | -24.9% | +39.7% |
| 5Y | +270.9% | +212.7% | +58.2% | +221.9% |
| All | +270.9% | +217.9% | +53.1% | +221.9% |
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