+19.8%
SPGI vs RMBS
-32.4%
+52.2%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.7% | -5.3% | +1.1% |
| 7D | -1.4% | +3.0% | -4.3% | -0.9% |
| 30D | +15.3% | -15.5% | +30.8% | +12.9% |
| 3M | +16.5% | -11.5% | +28.0% | +15.5% |
| 6M | +19.8% | -36.5% | +56.4% | +13.7% |
| All | +19.8% | -32.4% | +52.2% | +13.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling