-10.5%
SNPS vs RMBS
-32.4%
+21.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.7% | -5.2% | -1.0% |
| 7D | -0.2% | +3.0% | -3.1% | -1.4% |
| 30D | -8.0% | -15.5% | +7.5% | -4.7% |
| 3M | +12.5% | -11.5% | +23.9% | +14.9% |
| 6M | -10.5% | -36.5% | +26.1% | -5.1% |
| All | -10.5% | -32.4% | +21.9% | -5.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling