-1.8%
RMBS vs SM
+48.5%
-50.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | +1.8% | +4.6% | -2.8% | +2.1% |
| 30D | -13.9% | +18.2% | -32.1% | -12.6% |
| 3M | -39.8% | +22.5% | -62.3% | -37.9% |
| 6M | -6.0% | +50.6% | -56.6% | -6.9% |
| YTD | -5.4% | +108.1% | -113.5% | -13.7% |
| 1Y | -1.8% | +46.0% | -47.8% | -4.0% |
| All | -1.8% | +48.5% | -50.3% | -4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling