+1,030.0%
RMBS vs STT
+1,409.6%
-379.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.2% | +1.3% |
| 7D | -0.3% | +0.5% | -0.8% | -0.6% |
| 30D | -12.2% | +3.9% | -16.0% | -13.7% |
| 3M | -49.5% | +20.0% | -69.5% | -53.5% |
| 6M | -7.1% | +55.3% | -62.5% | -23.5% |
| YTD | -7.0% | +53.3% | -60.3% | -22.7% |
| 1Y | +13.3% | +74.7% | -61.4% | -10.6% |
| 3Y | +49.2% | +205.8% | -156.6% | -6.9% |
| 5Y | +250.0% | +145.0% | +105.0% | +132.6% |
| 10Y | +495.1% | +266.0% | +229.1% | +212.0% |
| All | +1,030.0% | +1,409.6% | -379.6% | +112.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling