-14.4%
SMR vs RMBS
+223.8%
-238.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.9% | -17.6% | -16.7% |
| 7D | -11.2% | +1.8% | -13.0% | -12.1% |
| 30D | -10.2% | -13.9% | +3.7% | -3.0% |
| 3M | -10.0% | -39.8% | +29.8% | +16.2% |
| 6M | -30.5% | -6.0% | -24.4% | -32.0% |
| YTD | -39.2% | -5.4% | -33.9% | -41.8% |
| 1Y | -75.5% | -1.8% | -73.7% | -77.2% |
| 3Y | +45.4% | +53.7% | -8.2% | +4.5% |
| All | -14.4% | +223.8% | -238.2% | -53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling