-73.1%
SMR vs RMBS
+16.3%
-89.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -1.2% |
| 7D | +4.4% | -0.3% | +4.8% | +4.6% |
| 30D | +3.4% | -12.2% | +15.6% | +10.5% |
| 3M | -19.2% | -49.5% | +30.4% | +13.4% |
| 6M | -22.6% | -7.1% | -15.5% | -24.7% |
| YTD | -31.5% | -7.0% | -24.5% | -35.3% |
| 1Y | -73.1% | +13.3% | -86.4% | -74.9% |
| All | -73.1% | +16.3% | -89.4% | -74.9% |
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 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