+5.1%
SPGI vs RMBS
+260.2%
-255.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.9% | -3.3% |
| 7D | -2.5% | +3.0% | -5.4% | -2.7% |
| 30D | +5.4% | -14.4% | +19.8% | +6.6% |
| 3M | +9.0% | -42.8% | +51.9% | +13.8% |
| 6M | +0.8% | -1.4% | +2.2% | -3.3% |
| YTD | -12.6% | -5.4% | -7.1% | -15.8% |
| 1Y | -16.1% | +18.6% | -34.7% | -23.1% |
| 3Y | +19.0% | +57.3% | -38.3% | -1.9% |
| 5Y | +5.1% | +265.7% | -260.6% | -35.8% |
| All | +5.1% | +260.2% | -255.2% | -35.8% |
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