+192.9%
SO vs RMBS
+555.1%
-362.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | -0.9% | +21.9% | -22.9% | -1.6% |
| 30D | +4.9% | -13.4% | +18.4% | +5.3% |
| 3M | +0.8% | -15.9% | +16.7% | +1.1% |
| 6M | +0.6% | -34.8% | +35.4% | +1.5% |
| YTD | +8.7% | -7.5% | +16.2% | +6.6% |
| 1Y | +4.0% | -16.9% | +20.8% | +2.5% |
| 3Y | +50.6% | +35.5% | +15.0% | +39.0% |
| 5Y | +77.5% | +254.2% | -176.7% | +32.1% |
| All | +192.9% | +555.1% | -362.2% | +72.5% |
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