-36.7%
SNDU vs RMBS
-40.4%
+3.7%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.6% | -5.0% | -0.5% |
| 7D | +16.8% | +1.2% | +15.6% | +13.8% |
| 30D | +64.3% | -11.5% | +75.7% | +129.7% |
| 3M | -36.7% | -38.2% | +1.5% | +187.7% |
| All | -36.7% | -40.4% | +3.7% | +187.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling