+28.8%
RMBS vs SUI
+15.1%
+13.7%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.5% | +8.4% | +6.9% |
| 7D | -12.0% | +6.2% | -18.2% | -12.0% |
| 30D | -33.1% | +8.6% | -41.7% | -33.3% |
| 3M | -23.7% | +1.0% | -24.7% | -23.5% |
| 6M | -42.7% | -2.6% | -40.1% | -42.4% |
| YTD | -18.9% | -0.1% | -18.8% | -18.9% |
| 1Y | -30.0% | +0.5% | -30.5% | -30.1% |
| 3Y | +28.8% | +15.3% | +13.6% | +12.0% |
| All | +28.8% | +15.1% | +13.7% | +12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling