+31.3%
RMBS vs SM
-3.9%
+35.3%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | +10.3% | +9.4% | +0.9% | +8.0% |
| 30D | -10.7% | -14.4% | +3.6% | -8.0% |
| 3M | -17.2% | +1.6% | -18.8% | -18.7% |
| 6M | -39.0% | +6.3% | -45.4% | -41.7% |
| YTD | -10.5% | +78.8% | -89.3% | -32.7% |
| 1Y | -11.0% | +83.1% | -94.1% | -34.0% |
| 3Y | +31.3% | -5.9% | +37.2% | +23.3% |
| All | +31.3% | -3.9% | +35.3% | +23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling