+534.0%
RMBS vs SM
+18.0%
+516.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | +10.3% | +9.4% | +0.9% | +9.1% |
| 30D | -10.7% | -14.4% | +3.6% | -9.2% |
| 3M | -17.2% | +1.6% | -18.8% | -17.8% |
| 6M | -39.0% | +6.3% | -45.4% | -40.2% |
| YTD | -10.5% | +78.8% | -89.3% | -18.8% |
| 1Y | -11.0% | +83.1% | -94.1% | -19.6% |
| 3Y | +31.3% | -5.9% | +37.2% | +27.6% |
| 5Y | +242.8% | +4.8% | +238.0% | +222.3% |
| All | +534.0% | +18.0% | +516.0% | +362.6% |
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