+236.6%
SAP vs RMBS
+534.0%
-297.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +0.9% |
| 7D | +0.6% | +10.3% | -9.7% | -1.1% |
| 30D | +6.5% | -10.7% | +17.3% | +7.7% |
| 3M | +12.2% | -17.2% | +29.5% | +14.2% |
| 6M | +46.1% | -39.0% | +85.1% | +53.3% |
| YTD | -1.6% | -10.5% | +8.9% | -8.7% |
| 1Y | -5.1% | -11.0% | +5.9% | -12.2% |
| 3Y | +68.4% | +31.3% | +37.0% | +28.2% |
| 5Y | +79.4% | +242.8% | -163.3% | -6.2% |
| All | +236.6% | +534.0% | -297.4% | +27.5% |
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