+31.6%
SPGI vs RMBS
+33.4%
-1.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.3% | -7.6% | +0.5% |
| 7D | -0.9% | -3.9% | +3.0% | -0.8% |
| 30D | +15.5% | -24.9% | +40.4% | +16.4% |
| 3M | +15.7% | -20.5% | +36.1% | +16.2% |
| 6M | +19.1% | -37.5% | +56.6% | +19.9% |
| YTD | -4.1% | -12.1% | +8.1% | -6.6% |
| 1Y | +1.2% | -25.0% | +26.2% | -0.5% |
| 3Y | +31.6% | +36.1% | -4.5% | +17.1% |
| All | +31.6% | +33.4% | -1.8% | +17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling