+29.6%
SNOW vs RMBS
+527.5%
-497.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.8% |
| 7D | -2.4% | +1.8% | -4.2% | -3.0% |
| 30D | -1.0% | -13.9% | +12.9% | +3.5% |
| 3M | +36.9% | -39.8% | +76.7% | +57.2% |
| 6M | +83.4% | -6.0% | +89.4% | +63.7% |
| YTD | +50.0% | -5.4% | +55.3% | +30.9% |
| 1Y | +46.5% | -1.8% | +48.3% | +21.7% |
| 3Y | +93.3% | +53.7% | +39.7% | +12.0% |
| 5Y | +3.3% | +268.5% | -265.2% | -71.7% |
| All | +29.6% | +527.5% | -497.9% | -76.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling