+323.8%
SN vs RMBS
+37.9%
+285.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.7% |
| 7D | +0.1% | +3.0% | -2.8% | -0.5% |
| 30D | -5.6% | -14.4% | +8.8% | -2.7% |
| 3M | +48.1% | -42.8% | +90.9% | +64.7% |
| 6M | +57.6% | -1.4% | +59.0% | +49.4% |
| YTD | +56.5% | -5.4% | +61.9% | +46.9% |
| 1Y | +52.6% | +18.6% | +34.0% | +31.9% |
| 3Y | +412.0% | +57.3% | +354.7% | +287.8% |
| All | +323.8% | +37.9% | +285.8% | +219.9% |
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 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