+154.8%
SO vs RMBS
+554.0%
-399.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +2.0% | -0.6% |
| 7D | -1.1% | +1.2% | -2.3% | -1.2% |
| 30D | -3.7% | -11.5% | +7.7% | -3.3% |
| 3M | -5.9% | -38.2% | +32.3% | -4.3% |
| 6M | -7.3% | -4.8% | -2.6% | -8.5% |
| YTD | +3.1% | -7.1% | +10.2% | +1.5% |
| 1Y | -1.0% | +10.7% | -11.7% | -4.4% |
| 3Y | +43.2% | +54.5% | -11.2% | +29.6% |
| 5Y | +59.1% | +261.7% | -202.5% | +18.5% |
| All | +154.8% | +554.0% | -399.3% | +51.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling