-85.6%
SMR vs RMBS
-18.2%
-67.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -6.0% | +1.5% | -1.1% |
| 7D | -9.5% | -8.9% | -0.6% | -4.8% |
| 30D | -33.2% | -24.8% | -8.4% | -21.8% |
| 3M | -45.9% | -17.6% | -28.4% | -40.5% |
| 6M | -57.9% | -25.7% | -32.2% | -50.7% |
| YTD | -63.8% | -9.8% | -54.0% | -69.0% |
| 1Y | -85.6% | -17.4% | -68.2% | -86.6% |
| All | -85.6% | -18.2% | -67.4% | -86.6% |
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