+558.9%
RMBS vs SM
+23.0%
+535.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | +1.8% | +4.6% | -2.8% | +1.2% |
| 30D | -13.9% | +18.2% | -32.1% | -15.7% |
| 3M | -39.8% | +22.5% | -62.3% | -41.6% |
| 6M | -6.0% | +50.6% | -56.6% | -12.1% |
| YTD | -5.4% | +108.1% | -113.5% | -15.2% |
| 1Y | -1.8% | +46.0% | -47.8% | -8.3% |
| 3Y | +53.7% | +2.9% | +50.8% | +48.0% |
| 5Y | +268.5% | +112.6% | +155.9% | +223.8% |
| All | +558.9% | +23.0% | +535.9% | +366.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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