+247.9%
SOXX vs RMBS
+265.4%
-17.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.9% |
| 3M | -10.2% | -39.8% | +29.6% | +15.1% |
| 6M | +54.2% | -6.0% | +60.3% | +53.0% |
| YTD | +75.2% | -5.4% | +80.6% | +67.4% |
| 1Y | +107.5% | -1.8% | +109.3% | +88.9% |
| 3Y | +226.8% | +53.7% | +173.1% | +104.4% |
| All | +247.9% | +265.4% | -17.5% | +4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling