+10.7%
SNDU vs RMBS
-8.3%
+18.9%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -6.0% | -9.8% | -6.8% |
| 7D | -48.0% | -8.9% | -39.1% | -37.9% |
| 30D | -66.4% | -24.8% | -41.6% | -46.1% |
| 3M | -58.7% | -17.6% | -41.2% | -43.0% |
| 6M | -68.6% | -25.7% | -42.9% | -31.4% |
| All | +10.7% | -8.3% | +18.9% | +23.1% |
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