+182.6%
SLV vs RMBS
+55.1%
+127.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.4% | -1.0% |
| 7D | +2.5% | +3.0% | -0.4% | +2.1% |
| 30D | +3.3% | -14.4% | +17.7% | +5.5% |
| 3M | -3.6% | -42.8% | +39.3% | +3.6% |
| 6M | -21.8% | -1.4% | -20.4% | -22.2% |
| YTD | -7.8% | -5.4% | -2.4% | -7.8% |
| 1Y | +58.3% | +18.6% | +39.7% | +54.1% |
| 3Y | +182.6% | +57.3% | +125.3% | +162.7% |
| All | +182.6% | +55.1% | +127.5% | +162.7% |
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 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