+546.6%
RMBS vs STZ
-10.3%
+556.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.5% | -3.2% |
| 7D | +1.2% | -4.1% | +5.3% | +2.5% |
| 30D | -11.5% | -7.6% | -3.9% | -9.5% |
| 3M | -38.2% | -12.3% | -25.9% | -35.9% |
| 6M | -4.8% | -16.3% | +11.6% | -0.2% |
| YTD | -7.1% | -8.4% | +1.2% | -7.0% |
| 1Y | +10.7% | -10.8% | +21.5% | +11.6% |
| 3Y | +54.5% | -49.0% | +103.5% | +89.6% |
| 5Y | +261.7% | -36.5% | +298.1% | +300.0% |
| All | +546.6% | -10.3% | +556.9% | +506.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded STZ 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling