-91.0%
SNDQ vs RMBS
-37.0%
-54.1%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -6.0% | +21.3% | +6.3% |
| 7D | +66.1% | -8.9% | +75.1% | +50.6% |
| 30D | +122.5% | -24.8% | +147.4% | +62.0% |
| 3M | +11.6% | -17.6% | +29.1% | -2.0% |
| 6M | -82.2% | -25.7% | -56.5% | -80.3% |
| All | -91.0% | -37.0% | -54.1% | -91.1% |
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 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