+219.5%
SLV vs RMBS
+105.1%
+114.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.0% | -1.9% |
| 7D | -5.8% | +10.3% | -16.2% | -6.6% |
| 30D | -12.1% | -10.7% | -1.4% | -11.5% |
| 3M | -24.1% | -17.2% | -6.9% | -23.2% |
| 6M | -44.4% | -39.0% | -5.4% | -42.6% |
| YTD | -31.5% | -10.5% | -21.0% | -31.6% |
| 1Y | -6.9% | -11.0% | +4.0% | -7.1% |
| 3Y | +116.0% | +31.3% | +84.7% | +105.8% |
| 5Y | +88.4% | +242.8% | -154.3% | +67.5% |
| 10Y | +167.9% | +536.9% | -369.0% | +127.4% |
| All | +219.5% | +105.1% | +114.4% | +204.0% |
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