+555.1%
RMBS vs SUI
+120.9%
+434.2%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | -0.3% |
| 7D | +21.9% | -3.8% | +25.8% | +23.2% |
| 30D | -13.4% | +3.9% | -17.4% | -14.9% |
| 3M | -15.9% | +0.2% | -16.1% | -16.5% |
| 6M | -34.8% | -4.2% | -30.6% | -35.0% |
| YTD | -7.5% | -2.5% | -5.0% | -8.4% |
| 1Y | -16.9% | -4.0% | -12.8% | -17.2% |
| 3Y | +35.5% | +16.5% | +19.0% | +22.6% |
| 5Y | +254.2% | -27.2% | +281.4% | +279.1% |
| All | +555.1% | +120.9% | +434.2% | +422.6% |
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