+226.7%
SLV vs RMBS
+111.9%
+114.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.2% |
| 7D | -3.9% | +21.9% | -25.8% | -5.4% |
| 30D | -15.6% | -13.4% | -2.2% | -14.8% |
| 3M | -23.6% | -15.9% | -7.7% | -22.8% |
| 6M | -42.6% | -34.8% | -7.8% | -41.0% |
| YTD | -30.0% | -7.5% | -22.4% | -30.2% |
| 1Y | -6.6% | -16.9% | +10.2% | -6.4% |
| 3Y | +121.8% | +35.5% | +86.3% | +110.8% |
| 5Y | +92.7% | +254.2% | -161.5% | +70.8% |
| 10Y | +174.0% | +558.2% | -384.2% | +131.8% |
| All | +226.7% | +111.9% | +114.8% | +209.9% |
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