+45.4%
SMR vs RMBS
+55.3%
-9.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.9% | -17.6% | -16.8% |
| 7D | -11.2% | +1.8% | -13.0% | -12.2% |
| 30D | -10.2% | -13.9% | +3.7% | -2.1% |
| 3M | -10.0% | -39.8% | +29.8% | +19.9% |
| 6M | -30.5% | -6.0% | -24.4% | -33.4% |
| YTD | -39.2% | -5.4% | -33.9% | -43.5% |
| 1Y | -75.5% | -1.8% | -73.7% | -78.2% |
| 3Y | +45.4% | +53.7% | -8.2% | -8.1% |
| All | +45.4% | +55.3% | -9.9% | -8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling