+52.6%
RMBS vs STT
+206.4%
-153.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.2% | +1.2% |
| 7D | -0.3% | +0.5% | -0.8% | -0.9% |
| 30D | -12.2% | +3.9% | -16.0% | -15.5% |
| 3M | -49.5% | +20.0% | -69.5% | -58.0% |
| 6M | -7.1% | +55.3% | -62.5% | -39.7% |
| YTD | -7.0% | +53.3% | -60.3% | -38.8% |
| 1Y | +13.3% | +74.7% | -61.4% | -33.5% |
| All | +52.6% | +206.4% | -153.9% | -42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling