-2.7%
SMCI vs RMBS
+16.3%
-19.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.3% | +3.2% | +3.9% |
| 7D | +6.8% | -0.3% | +7.1% | +7.0% |
| 30D | +30.6% | -12.2% | +42.7% | +39.6% |
| 3M | -15.6% | -49.5% | +34.0% | +16.8% |
| 6M | +21.3% | -7.1% | +28.4% | +27.1% |
| YTD | +35.3% | -7.0% | +42.3% | +40.5% |
| 1Y | -2.7% | +13.3% | -16.1% | +2.7% |
| All | -2.7% | +16.3% | -19.0% | +2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling