+57.9%
SAP vs RMBS
+266.6%
-208.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -1.9% |
| 7D | -0.3% | +3.0% | -3.2% | -0.6% |
| 30D | +2.6% | -14.4% | +17.0% | +4.5% |
| 3M | +16.3% | -42.8% | +59.1% | +24.3% |
| 6M | +6.4% | -1.4% | +7.8% | +0.9% |
| YTD | -11.4% | -5.4% | -6.0% | -16.3% |
| 1Y | -20.4% | +18.6% | -39.0% | -29.6% |
| 3Y | +56.5% | +57.3% | -0.8% | +20.4% |
| All | +57.9% | +266.6% | -208.7% | -14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling