+589.4%
SE vs RMBS
+522.9%
+66.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.4% |
| 7D | -6.1% | -0.3% | -5.7% | -6.0% |
| 30D | -2.5% | -12.2% | +9.7% | +1.7% |
| 3M | +21.7% | -49.5% | +71.3% | +51.3% |
| 6M | +27.0% | -7.1% | +34.1% | +16.9% |
| YTD | -12.1% | -7.0% | -5.1% | -21.3% |
| 1Y | -40.9% | +13.3% | -54.3% | -53.7% |
| 3Y | +191.0% | +49.2% | +141.7% | +67.4% |
| 5Y | -68.3% | +250.0% | -318.2% | -90.1% |
| All | +589.4% | +522.9% | +66.5% | +43.0% |
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 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