+1,030.0%
RMBS vs SPG
+3,081.2%
-2,051.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.7% |
| 7D | -0.3% | -2.4% | +2.0% | +0.5% |
| 30D | -12.2% | -6.8% | -5.3% | -9.9% |
| 3M | -49.5% | +2.7% | -52.2% | -50.5% |
| 6M | -7.1% | +5.5% | -12.6% | -9.7% |
| YTD | -7.0% | +15.7% | -22.7% | -12.6% |
| 1Y | +13.3% | +20.9% | -7.5% | +4.7% |
| 3Y | +49.2% | +112.4% | -63.1% | +12.4% |
| 5Y | +250.0% | +101.4% | +148.6% | +166.5% |
| 10Y | +495.1% | +60.6% | +434.5% | +330.1% |
| All | +1,030.0% | +3,081.2% | -2,051.2% | +124.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling