+54.9%
RMBS vs SM
-1.2%
+56.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | +3.5% | -0.2% | +3.7% | +3.5% |
| 30D | -8.6% | +20.3% | -28.9% | -12.6% |
| 3M | -40.3% | +22.9% | -63.2% | -43.9% |
| 6M | -1.0% | +47.8% | -48.8% | -15.2% |
| YTD | -4.6% | +107.5% | -112.1% | -28.9% |
| 1Y | +17.6% | +51.7% | -34.2% | -1.7% |
| All | +54.9% | -1.2% | +56.1% | +42.2% |
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