+216.5%
SLV vs RMBS
+554.0%
-337.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.6% | -2.7% | -4.9% |
| 7D | -5.0% | +1.2% | -6.2% | -5.2% |
| 30D | -1.8% | -11.5% | +9.7% | -0.2% |
| 3M | -0.3% | -38.2% | +37.9% | +5.7% |
| 6M | -28.2% | -4.8% | -23.5% | -28.5% |
| YTD | -10.7% | -7.1% | -3.6% | -11.0% |
| 1Y | +53.7% | +10.7% | +43.0% | +49.0% |
| 3Y | +173.7% | +54.5% | +119.2% | +146.2% |
| 5Y | +161.5% | +261.7% | -100.2% | +105.7% |
| All | +216.5% | +554.0% | -337.6% | +125.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling