+1,270.6%
SMH vs RMBS
+66.0%
+1,204.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.1% |
| 7D | +4.3% | +3.5% | +0.9% | +3.4% |
| 30D | +0.9% | -8.6% | +9.5% | +3.3% |
| 3M | -2.8% | -40.3% | +37.5% | +11.7% |
| 6M | +45.6% | -1.0% | +46.6% | +43.4% |
| YTD | +59.5% | -4.6% | +64.1% | +56.5% |
| 1Y | +93.4% | +17.6% | +75.9% | +77.1% |
| 3Y | +287.1% | +58.6% | +228.5% | +217.8% |
| 5Y | +338.0% | +270.9% | +67.1% | +190.3% |
| 10Y | +1,876.8% | +569.1% | +1,307.7% | +1,032.8% |
| All | +1,270.6% | +66.0% | +1,204.6% | +379.9% |
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