+266.8%
RMBS vs SITM
+187.3%
+79.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.5% | -3.6% | -0.3% |
| 7D | +1.8% | +3.9% | -2.1% | +0.2% |
| 30D | -13.9% | -6.6% | -7.3% | -11.9% |
| 3M | -39.8% | -11.9% | -27.9% | -37.7% |
| 6M | -6.0% | +81.1% | -87.1% | -26.9% |
| YTD | -5.4% | +80.0% | -85.3% | -27.4% |
| 1Y | -1.8% | +145.8% | -147.7% | -34.1% |
| 3Y | +53.7% | +475.9% | -422.2% | -29.3% |
| All | +266.8% | +187.3% | +79.5% | +82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling