+267.7%
RMBS vs SM
+118.0%
+149.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.6% | -1.9% | +0.9% |
| 7D | +3.0% | -0.2% | +3.1% | +3.0% |
| 30D | -14.4% | +31.5% | -45.9% | -19.6% |
| 3M | -42.8% | +17.3% | -60.2% | -45.4% |
| 6M | -1.4% | +48.5% | -49.9% | -13.1% |
| YTD | -5.4% | +106.3% | -111.7% | -24.2% |
| 1Y | +18.6% | +47.3% | -28.7% | +3.4% |
| 3Y | +57.3% | -1.4% | +58.7% | +45.7% |
| All | +267.7% | +118.0% | +149.8% | +201.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling