+12.4%
SPGI vs RMBS
+235.0%
-222.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.3% | -7.6% | +0.1% |
| 7D | -0.9% | -3.9% | +3.0% | -0.7% |
| 30D | +15.5% | -24.9% | +40.4% | +17.6% |
| 3M | +15.7% | -20.5% | +36.1% | +17.0% |
| 6M | +19.1% | -37.5% | +56.6% | +21.3% |
| YTD | -4.1% | -12.1% | +8.1% | -7.6% |
| 1Y | +1.2% | -25.0% | +26.2% | -1.0% |
| 3Y | +31.6% | +36.1% | -4.5% | +10.9% |
| 5Y | +12.4% | +236.1% | -223.7% | -33.7% |
| All | +12.4% | +235.0% | -222.6% | -33.7% |
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