-66.3%
SE vs RMBS
+269.8%
-336.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.0% | -4.3% |
| 7D | -3.6% | +3.5% | -7.1% | -4.6% |
| 30D | -5.3% | -8.6% | +3.3% | -3.1% |
| 3M | +28.1% | -40.3% | +68.4% | +45.7% |
| 6M | +20.7% | -1.0% | +21.6% | +10.0% |
| YTD | -14.8% | -4.6% | -10.2% | -22.9% |
| 1Y | -43.6% | +17.6% | -61.1% | -54.7% |
| 3Y | +184.2% | +58.6% | +125.6% | +68.4% |
| 5Y | -66.3% | +270.9% | -337.2% | -90.6% |
| All | -66.3% | +269.8% | -336.1% | -90.6% |
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