+149.2%
SNDK vs RMBS
-2.7%
+151.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.9% | -5.4% | -4.9% |
| 7D | -6.1% | +1.8% | -7.9% | -7.4% |
| 30D | +21.5% | -13.9% | +35.4% | +35.9% |
| 3M | -13.2% | -39.8% | +26.6% | +21.9% |
| 6M | +149.2% | -6.0% | +155.2% | +123.5% |
| All | +149.2% | -2.7% | +151.9% | +123.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling