+172.7%
SLV vs RMBS
+269.8%
-97.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.4% | +2.2% |
| 7D | +2.8% | +3.5% | -0.7% | +2.3% |
| 30D | +2.2% | -8.6% | +10.8% | +3.5% |
| 3M | +2.9% | -40.3% | +43.2% | +9.8% |
| 6M | -22.4% | -1.0% | -21.4% | -23.0% |
| YTD | -5.7% | -4.6% | -1.1% | -6.1% |
| 1Y | +63.3% | +17.6% | +45.7% | +58.0% |
| 3Y | +189.0% | +58.6% | +130.4% | +161.4% |
| 5Y | +172.7% | +270.9% | -98.3% | +107.8% |
| All | +172.7% | +269.8% | -97.2% | +107.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling