+266.8%
RMBS vs SPYG
+85.2%
+181.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +0.6% |
| 7D | +1.8% | -0.9% | +2.7% | +3.2% |
| 30D | -13.9% | -1.5% | -12.4% | -11.7% |
| 3M | -39.8% | +3.7% | -43.5% | -42.2% |
| 6M | -6.0% | +16.4% | -22.4% | -22.2% |
| YTD | -5.4% | +13.3% | -18.7% | -17.9% |
| 1Y | -1.8% | +17.9% | -19.7% | -18.0% |
| 3Y | +53.7% | +98.3% | -44.7% | -27.5% |
| All | +266.8% | +85.2% | +181.6% | +92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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