+556.4%
RMBS vs SITM
+4,789.7%
-4,233.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.5% | -3.6% | +0.1% |
| 7D | +1.8% | +3.9% | -2.1% | +0.4% |
| 30D | -13.9% | -6.6% | -7.3% | -12.2% |
| 3M | -39.8% | -11.9% | -27.9% | -38.0% |
| 6M | -6.0% | +81.1% | -87.1% | -23.5% |
| YTD | -5.4% | +80.0% | -85.3% | -23.8% |
| 1Y | -1.8% | +145.8% | -147.7% | -29.1% |
| 3Y | +53.7% | +475.9% | -422.2% | -17.7% |
| 5Y | +268.5% | +189.2% | +79.3% | +109.8% |
| All | +556.4% | +4,789.7% | -4,233.3% | +113.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling