+561.5%
RMBS vs SITM
+4,437.5%
-3,876.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.4% |
| 7D | +3.5% | +3.7% | -0.2% | +2.1% |
| 30D | -8.6% | -14.5% | +5.9% | -4.0% |
| 3M | -40.3% | -10.6% | -29.7% | -38.7% |
| 6M | -1.0% | +65.5% | -66.5% | -17.0% |
| YTD | -4.6% | +67.0% | -71.6% | -21.2% |
| 1Y | +17.6% | +138.6% | -121.0% | -14.0% |
| 3Y | +58.6% | +421.8% | -363.2% | -12.4% |
| 5Y | +270.9% | +172.4% | +98.5% | +115.9% |
| All | +561.5% | +4,437.5% | -3,876.0% | +120.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling