+562.3%
SE vs RMBS
+522.1%
+40.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | 0.0% |
| 7D | -4.8% | +1.2% | -6.0% | -5.2% |
| 30D | -18.1% | -11.5% | -6.6% | -14.8% |
| 3M | +30.6% | -38.2% | +68.8% | +50.8% |
| 6M | +20.8% | -4.8% | +25.5% | +9.9% |
| YTD | -15.6% | -7.1% | -8.5% | -24.3% |
| 1Y | -44.2% | +10.7% | -54.9% | -55.8% |
| 3Y | +181.5% | +54.5% | +127.1% | +58.4% |
| 5Y | -66.9% | +261.7% | -328.6% | -89.9% |
| All | +562.3% | +522.1% | +40.2% | +37.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling