+266.8%
RMBS vs SNY
+9.4%
+257.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +1.8% | -3.3% | +5.1% | +1.8% |
| 30D | -13.9% | -2.2% | -11.7% | -13.9% |
| 3M | -39.8% | -3.0% | -36.8% | -39.8% |
| 6M | -6.0% | +2.7% | -8.7% | -6.3% |
| YTD | -5.4% | -6.8% | +1.5% | -5.1% |
| 1Y | -1.8% | -5.3% | +3.4% | -1.7% |
| 3Y | +53.7% | -9.8% | +63.4% | +54.3% |
| All | +266.8% | +9.4% | +257.4% | +242.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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