-17.4%
RMBS vs SUI
+1.6%
-19.0%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +5.2% | -11.1% | -3.2% |
| 7D | -8.9% | +10.0% | -19.0% | -4.1% |
| 30D | -24.8% | +8.4% | -33.2% | -21.2% |
| 3M | -17.6% | +0.7% | -18.2% | -16.0% |
| 6M | -25.7% | -0.9% | -24.7% | -23.6% |
| YTD | -9.8% | +0.6% | -10.4% | -6.7% |
| 1Y | -17.4% | +0.8% | -18.1% | -15.7% |
| All | -17.4% | +1.6% | -19.0% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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