+179.0%
SAP vs RMBS
+557.5%
-378.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.3% |
| 7D | -0.3% | +3.5% | -3.7% | -0.9% |
| 30D | +0.3% | -8.6% | +8.9% | +1.7% |
| 3M | +16.9% | -40.3% | +57.2% | +26.7% |
| 6M | +6.3% | -1.0% | +7.3% | -0.2% |
| YTD | -12.4% | -4.6% | -7.8% | -18.4% |
| 1Y | -21.6% | +17.6% | -39.2% | -32.4% |
| 3Y | +54.8% | +58.6% | -3.9% | +12.9% |
| 5Y | +56.2% | +270.9% | -214.8% | -18.1% |
| 10Y | +179.0% | +569.1% | -390.0% | +10.8% |
| All | +179.0% | +557.5% | -378.5% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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