-14.9%
SNPS vs RMBS
+56.5%
-71.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | 0.0% |
| 7D | -5.5% | +3.5% | -8.9% | -6.6% |
| 30D | -4.5% | -8.6% | +4.1% | -1.7% |
| 3M | -15.5% | -40.3% | +24.8% | -1.5% |
| 6M | -10.1% | -1.0% | -9.1% | -16.5% |
| YTD | -16.3% | -4.6% | -11.7% | -22.7% |
| 1Y | -34.9% | +17.6% | -52.5% | -46.3% |
| All | -14.9% | +56.5% | -71.4% | -41.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling