+546.0%
RMBS vs SUI
+104.3%
+441.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.1% |
| 7D | +3.0% | -3.1% | +6.1% | +3.9% |
| 30D | -14.4% | -2.3% | -12.1% | -13.8% |
| 3M | -42.8% | -2.8% | -40.0% | -42.9% |
| 6M | -1.4% | -12.4% | +11.0% | +2.1% |
| YTD | -5.4% | -3.3% | -2.1% | -5.5% |
| 1Y | +18.6% | -5.8% | +24.4% | +19.3% |
| 3Y | +57.3% | +12.5% | +44.8% | +44.8% |
| 5Y | +265.7% | -32.9% | +298.6% | +305.6% |
| 10Y | +546.0% | +104.4% | +441.6% | +424.3% |
| All | +546.0% | +104.3% | +441.7% | +424.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling