-71.0%
SMR vs RMBS
+9.6%
-80.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.6% | -2.9% | -4.1% |
| 7D | +4.7% | +1.2% | +3.5% | +4.2% |
| 30D | +3.2% | -11.5% | +14.7% | +10.0% |
| 3M | +9.9% | -38.2% | +48.1% | +40.0% |
| 6M | -15.1% | -4.8% | -10.4% | -19.1% |
| YTD | -27.9% | -7.1% | -20.8% | -32.8% |
| All | -71.0% | +9.6% | -80.6% | -73.2% |
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