+20.3%
SHW vs RMBS
+56.5%
-36.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.5% | -1.7% |
| 7D | -3.2% | +3.5% | -6.7% | -3.5% |
| 30D | -11.4% | -8.6% | -2.8% | -10.8% |
| 3M | +3.5% | -40.3% | +43.8% | +7.6% |
| 6M | -3.4% | -1.0% | -2.4% | -5.5% |
| YTD | -0.3% | -4.6% | +4.3% | -2.9% |
| 1Y | -10.4% | +17.6% | -28.0% | -16.0% |
| All | +20.3% | +56.5% | -36.2% | +3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling