-17.4%
RMBS vs SITM
+47.5%
-64.9%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -9.4% | +3.4% | -1.8% |
| 7D | -8.9% | -19.5% | +10.6% | +0.3% |
| 30D | -24.8% | -43.2% | +18.4% | -3.8% |
| 3M | -17.6% | -30.8% | +13.3% | -5.2% |
| 6M | -25.7% | -28.6% | +2.9% | -15.3% |
| YTD | -9.8% | +14.2% | -24.0% | -12.8% |
| 1Y | -17.4% | +44.4% | -61.7% | -23.5% |
| All | -17.4% | +47.5% | -64.9% | -23.5% |
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