-11.0%
RMBS vs SPG
+33.2%
-44.2%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -3.0% | -3.2% |
| 7D | +10.3% | +2.0% | +8.3% | +10.4% |
| 30D | -10.7% | +17.2% | -28.0% | -9.6% |
| 3M | -17.2% | +6.3% | -23.5% | -16.1% |
| 6M | -39.0% | +18.7% | -57.7% | -43.1% |
| YTD | -10.5% | +30.1% | -40.6% | -19.4% |
| 1Y | -11.0% | +32.8% | -43.7% | -19.0% |
| All | -11.0% | +33.2% | -44.2% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling