+156.5%
SO vs RMBS
+571.6%
-415.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.8% |
| 7D | 0.0% | +3.5% | -3.4% | -0.1% |
| 30D | -2.5% | -8.6% | +6.1% | -2.2% |
| 3M | -4.2% | -40.3% | +36.1% | -2.4% |
| 6M | -7.7% | -1.0% | -6.7% | -9.0% |
| YTD | +3.8% | -4.6% | +8.4% | +2.0% |
| 1Y | +0.1% | +17.6% | -17.5% | -3.7% |
| 3Y | +44.2% | +58.6% | -14.4% | +30.3% |
| 5Y | +57.9% | +270.9% | -213.1% | +17.5% |
| All | +156.5% | +571.6% | -415.2% | +52.1% |
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