+2,068.8%
RMBS vs SNY
+241.9%
+1,826.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.8% |
| 7D | +1.8% | -3.3% | +5.1% | +3.3% |
| 30D | -13.9% | -2.2% | -11.7% | -13.2% |
| 3M | -39.8% | -3.0% | -36.8% | -39.6% |
| 6M | -6.0% | +2.7% | -8.7% | -8.4% |
| YTD | -5.4% | -6.8% | +1.5% | -3.9% |
| 1Y | -1.8% | -5.3% | +3.4% | -1.6% |
| 3Y | +53.7% | -9.8% | +63.4% | +49.1% |
| 5Y | +268.5% | +9.7% | +258.8% | +210.5% |
| 10Y | +563.9% | +64.5% | +499.4% | +332.5% |
| All | +2,068.8% | +241.9% | +1,826.9% | +629.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling