+17.6%
RMBS vs STT
+76.7%
-59.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +3.5% | +1.0% | +2.5% | +2.3% |
| 30D | -8.6% | +2.8% | -11.4% | -11.5% |
| 3M | -40.3% | +18.1% | -58.4% | -51.3% |
| 6M | -1.0% | +59.2% | -60.2% | -44.1% |
| YTD | -4.6% | +51.5% | -56.1% | -43.4% |
| 1Y | +17.6% | +75.7% | -58.1% | -42.3% |
| All | +17.6% | +76.7% | -59.1% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 1y: compounded portfolio wealth divided by compounded STT 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…
1y analysis · Full analysis span regression · 6 months rolling