+158.9%
SN vs RMBS
-18.2%
+177.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -6.0% | +10.1% | +4.8% |
| 7D | +10.6% | -8.9% | +19.6% | +11.7% |
| 30D | +20.0% | -24.8% | +44.9% | +23.6% |
| 3M | +30.4% | -17.6% | +47.9% | +32.6% |
| 6M | +91.0% | -25.7% | +116.6% | +93.3% |
| YTD | +95.9% | -9.8% | +105.7% | +81.0% |
| 1Y | +158.9% | -17.4% | +176.2% | +143.4% |
| All | +158.9% | -18.2% | +177.1% | +143.4% |
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