+270.9%
RMBS vs SUI
-33.5%
+304.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.2% | +1.2% |
| 7D | +3.5% | -4.3% | +7.7% | +4.4% |
| 30D | -8.6% | -2.1% | -6.5% | -8.2% |
| 3M | -40.3% | -6.1% | -34.2% | -39.8% |
| 6M | -1.0% | -12.8% | +11.8% | +1.8% |
| YTD | -4.6% | -4.6% | 0.0% | -4.4% |
| 1Y | +17.6% | -7.7% | +25.3% | +18.8% |
| 3Y | +58.6% | +10.9% | +47.7% | +47.4% |
| 5Y | +270.9% | -32.4% | +303.3% | +335.6% |
| All | +270.9% | -33.5% | +304.4% | +335.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling