+1,537.1%
SOXX vs RMBS
+566.4%
+970.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +0.9% |
| 7D | +1.4% | +1.8% | -0.4% | +0.5% |
| 30D | -3.6% | -13.9% | +10.3% | +4.3% |
| 3M | -10.2% | -39.8% | +29.6% | +16.9% |
| 6M | +54.2% | -6.0% | +60.3% | +52.1% |
| YTD | +75.2% | -5.4% | +80.6% | +66.0% |
| 1Y | +107.5% | -1.8% | +109.3% | +86.8% |
| 3Y | +226.8% | +53.7% | +173.1% | +99.4% |
| 5Y | +251.2% | +268.5% | -17.3% | +16.0% |
| All | +1,537.1% | +566.4% | +970.7% | +248.3% |
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 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