+1,974.9%
SAP vs RMBS
+1,337.6%
+637.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.7% | -5.5% | -0.7% |
| 7D | -2.5% | +3.0% | -5.4% | -3.3% |
| 30D | +7.5% | -15.5% | +23.0% | +9.4% |
| 3M | +11.6% | -11.5% | +23.1% | +12.1% |
| 6M | +37.6% | -36.5% | +74.2% | +42.4% |
| YTD | -2.0% | -7.1% | +5.2% | -6.7% |
| 1Y | -6.4% | -18.7% | +12.3% | -9.3% |
| 3Y | +67.7% | +36.2% | +31.5% | +42.4% |
| 5Y | +75.7% | +252.0% | -176.3% | +25.7% |
| 10Y | +229.3% | +561.2% | -331.9% | +108.6% |
| All | +1,974.9% | +1,337.6% | +637.2% | +610.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling