-7.9%
SHW vs RMBS
+16.3%
-24.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.4% |
| 7D | -3.2% | -0.3% | -2.9% | -3.2% |
| 30D | -9.5% | -12.2% | +2.6% | -9.1% |
| 3M | +11.5% | -49.5% | +61.0% | +14.8% |
| 6M | -3.5% | -7.1% | +3.6% | -4.6% |
| YTD | +3.7% | -7.0% | +10.7% | +2.7% |
| 1Y | -7.9% | +13.3% | -21.2% | -12.4% |
| All | -7.9% | +16.3% | -24.2% | -12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling