+1,030.0%
RMBS vs SM
+511.5%
+518.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +1.7% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | -12.2% | +26.3% | -38.5% | -15.8% |
| 3M | -49.5% | +8.7% | -58.2% | -50.7% |
| 6M | -7.1% | +51.7% | -58.8% | -15.5% |
| YTD | -7.0% | +99.0% | -106.0% | -19.3% |
| 1Y | +13.3% | +34.6% | -21.2% | +4.6% |
| 3Y | +49.2% | -7.8% | +57.0% | +44.6% |
| 5Y | +250.0% | +104.8% | +145.2% | +185.8% |
| 10Y | +495.1% | +7.2% | +487.9% | +277.1% |
| All | +1,030.0% | +511.5% | +518.5% | +348.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling