+337.7%
SHW vs RMBS
+534.0%
-196.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | +0.3% |
| 7D | +1.9% | +10.3% | -8.4% | +0.3% |
| 30D | +8.1% | -10.7% | +18.8% | +9.3% |
| 3M | -2.8% | -17.2% | +14.4% | -1.0% |
| 6M | +15.0% | -39.0% | +54.1% | +21.0% |
| YTD | +9.0% | -10.5% | +19.5% | +3.7% |
| 1Y | +4.5% | -11.0% | +15.5% | -0.9% |
| 3Y | +41.9% | +31.3% | +10.5% | +13.3% |
| 5Y | +10.7% | +242.8% | -232.0% | -37.5% |
| All | +337.7% | +534.0% | -196.3% | +80.7% |
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