+270.9%
RMBS vs STLA
-63.2%
+334.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.7% | +1.7% |
| 7D | +3.5% | +0.4% | +3.1% | +3.1% |
| 30D | -8.6% | -5.2% | -3.4% | -7.0% |
| 3M | -40.3% | -24.9% | -15.5% | -32.7% |
| 6M | -1.0% | -25.2% | +24.2% | +11.6% |
| YTD | -4.6% | -51.4% | +46.8% | +27.2% |
| 1Y | +17.6% | -40.7% | +58.3% | +40.5% |
| 3Y | +58.6% | -66.3% | +124.9% | +138.3% |
| 5Y | +270.9% | -63.2% | +334.2% | +401.1% |
| All | +270.9% | -63.2% | +334.1% | +401.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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