+265.7%
RMBS vs STT
+150.3%
+115.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.5% |
| 7D | +3.0% | +2.2% | +0.8% | +1.5% |
| 30D | -14.4% | +3.9% | -18.3% | -16.7% |
| 3M | -42.8% | +19.2% | -62.0% | -49.3% |
| 6M | -1.4% | +60.4% | -61.8% | -27.5% |
| YTD | -5.4% | +51.5% | -56.9% | -27.6% |
| 1Y | +18.6% | +76.3% | -57.7% | -16.7% |
| 3Y | +57.3% | +200.7% | -143.5% | -16.4% |
| 5Y | +265.7% | +157.5% | +108.2% | +99.3% |
| All | +265.7% | +150.3% | +115.4% | +99.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling