+261.7%
RMBS vs SPXS
-85.4%
+347.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.5% | -1.4% |
| 7D | +1.2% | +6.4% | -5.2% | +5.3% |
| 30D | -11.5% | +6.0% | -17.5% | -7.9% |
| 3M | -38.2% | -11.6% | -26.6% | -41.2% |
| 6M | -4.8% | -28.7% | +24.0% | -16.9% |
| YTD | -7.1% | -26.3% | +19.2% | -15.8% |
| 1Y | +10.7% | -34.9% | +45.6% | -3.4% |
| 3Y | +54.5% | -79.5% | +133.9% | -4.0% |
| 5Y | +261.7% | -85.9% | +347.6% | +145.1% |
| All | +261.7% | -85.4% | +347.1% | +145.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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