+214.7%
SNDU vs RMBS
-3.8%
+218.5%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +1.9% | -9.5% | -10.5% |
| 7D | -12.7% | +1.8% | -14.5% | -15.1% |
| 30D | +35.8% | -13.9% | +49.7% | +71.5% |
| 3M | -54.8% | -39.8% | -15.0% | +3.9% |
| All | +214.7% | -3.8% | +218.5% | +214.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling