+358.3%
SE vs RMBS
+519.3%
-161.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.9% |
| 7D | -1.5% | +21.9% | -23.4% | -8.3% |
| 30D | -22.3% | -13.4% | -8.9% | -19.4% |
| 3M | -41.8% | -15.9% | -26.0% | -39.8% |
| 6M | -22.4% | -34.8% | +12.4% | -16.0% |
| YTD | -41.6% | -7.5% | -34.1% | -48.9% |
| 1Y | -48.0% | -16.9% | -31.1% | -52.8% |
| 3Y | +63.9% | +35.5% | +28.3% | -1.4% |
| 5Y | -78.2% | +254.2% | -332.4% | -93.4% |
| All | +358.3% | +519.3% | -161.0% | -7.2% |
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