+534.0%
RMBS vs SPY
+307.0%
+227.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.9% | -2.7% |
| 7D | +10.3% | +2.6% | +7.7% | +6.4% |
| 30D | -10.7% | -2.0% | -8.7% | -6.7% |
| 3M | -17.2% | -2.8% | -14.4% | -12.0% |
| 6M | -39.0% | +2.1% | -41.2% | -38.7% |
| YTD | -10.5% | +11.5% | -22.0% | -19.3% |
| 1Y | -11.0% | +13.5% | -24.4% | -21.3% |
| 3Y | +31.3% | +77.7% | -46.4% | -29.9% |
| 5Y | +242.8% | +72.6% | +170.2% | +93.7% |
| All | +534.0% | +307.0% | +227.0% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling