+5,238.4%
SHW vs RMBS
+1,284.9%
+3,953.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | 0.0% |
| 7D | +1.9% | +10.3% | -8.4% | +1.1% |
| 30D | +8.1% | -10.7% | +18.8% | +8.7% |
| 3M | -2.8% | -17.2% | +14.4% | -1.9% |
| 6M | +15.0% | -39.0% | +54.1% | +17.9% |
| YTD | +9.0% | -10.5% | +19.5% | +7.4% |
| 1Y | +4.5% | -11.0% | +15.5% | +2.8% |
| 3Y | +41.9% | +31.3% | +10.5% | +31.9% |
| 5Y | +10.7% | +242.8% | -232.0% | -5.3% |
| 10Y | +340.4% | +536.9% | -196.6% | +256.4% |
| All | +5,238.4% | +1,284.9% | +3,953.4% | +3,001.4% |
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 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