+786.6%
RMBS vs SFM
+117.5%
+669.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.5% | +8.2% | +2.6% |
| 7D | +3.0% | -5.8% | +8.8% | +3.8% |
| 30D | -14.4% | -11.4% | -3.1% | -13.0% |
| 3M | -42.8% | -12.2% | -30.7% | -42.0% |
| 6M | -1.4% | -5.2% | +3.8% | -1.9% |
| YTD | -5.4% | -4.5% | -1.0% | -6.4% |
| 1Y | +18.6% | -45.4% | +64.0% | +28.3% |
| 3Y | +57.3% | +91.1% | -33.8% | +35.1% |
| 5Y | +265.7% | +226.8% | +38.9% | +180.3% |
| 10Y | +546.0% | +291.9% | +254.1% | +347.9% |
| All | +786.6% | +117.5% | +669.2% | +595.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling