+74.1%
SAP vs RMBS
+235.0%
-160.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.3% | -6.6% | +0.8% |
| 7D | +1.6% | -3.9% | +5.5% | +1.7% |
| 30D | +10.5% | -24.9% | +35.4% | +13.7% |
| 3M | +15.2% | -20.5% | +35.6% | +17.1% |
| 6M | +36.7% | -37.5% | +74.2% | +40.9% |
| YTD | -0.6% | -12.1% | +11.6% | -6.1% |
| 1Y | -4.1% | -25.0% | +20.9% | -7.0% |
| 3Y | +73.2% | +36.1% | +37.1% | +36.7% |
| 5Y | +74.1% | +236.1% | -162.0% | -9.0% |
| All | +74.1% | +235.0% | -160.9% | -9.0% |
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