+13.3%
RMBS vs SITM
+174.8%
-161.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.5% | -5.2% | -1.7% |
| 7D | -0.3% | +9.7% | -10.1% | -4.6% |
| 30D | -12.2% | +12.7% | -24.9% | -18.7% |
| 3M | -49.5% | -13.4% | -36.1% | -46.8% |
| 6M | -7.1% | +59.6% | -66.8% | -25.9% |
| YTD | -7.0% | +73.3% | -80.3% | -29.0% |
| 1Y | +13.3% | +165.5% | -152.2% | -30.1% |
| All | +13.3% | +174.8% | -161.4% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling