+4.7%
RMBS vs SPYG
+561.6%
-556.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +2.3% |
| 7D | +3.0% | +1.2% | +1.8% | +1.4% |
| 30D | -14.4% | -1.6% | -12.9% | -12.6% |
| 3M | -42.8% | +3.4% | -46.2% | -44.3% |
| 6M | -1.4% | +18.9% | -20.3% | -17.7% |
| YTD | -5.4% | +13.8% | -19.2% | -16.0% |
| 1Y | +18.6% | +20.6% | -2.0% | -0.2% |
| 3Y | +57.3% | +100.5% | -43.2% | -22.4% |
| 5Y | +265.7% | +84.6% | +181.1% | +98.1% |
| 10Y | +546.0% | +410.8% | +135.2% | +1.7% |
| All | +4.7% | +561.6% | -556.9% | -90.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling