+4,979.9%
SHW vs RMBS
+1,339.3%
+3,640.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.3% |
| 7D | -3.2% | -0.3% | -2.9% | -3.2% |
| 30D | -9.5% | -12.2% | +2.6% | -8.7% |
| 3M | +11.5% | -49.5% | +61.0% | +16.8% |
| 6M | -3.5% | -7.1% | +3.6% | -4.4% |
| YTD | +3.7% | -7.0% | +10.7% | +2.4% |
| 1Y | -7.9% | +13.3% | -21.2% | -11.2% |
| 3Y | +24.7% | +49.2% | -24.5% | +15.2% |
| 5Y | +13.6% | +250.0% | -236.4% | -2.5% |
| 10Y | +283.0% | +495.1% | -212.2% | +212.3% |
| All | +4,979.9% | +1,339.3% | +3,640.6% | +2,857.1% |
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