+5,707.4%
SPGI vs RMBS
+1,339.3%
+4,368.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.7% |
| 7D | +0.1% | -0.3% | +0.5% | +0.2% |
| 30D | +8.4% | -12.2% | +20.6% | +9.5% |
| 3M | +11.8% | -49.5% | +61.4% | +17.7% |
| 6M | +5.7% | -7.1% | +12.9% | +4.0% |
| YTD | -9.7% | -7.0% | -2.7% | -11.4% |
| 1Y | -12.5% | +13.3% | -25.8% | -16.5% |
| 3Y | +21.8% | +49.2% | -27.4% | +10.3% |
| 5Y | +8.2% | +250.0% | -241.8% | -10.4% |
| 10Y | +309.5% | +495.1% | -185.6% | +220.0% |
| All | +5,707.4% | +1,339.3% | +4,368.1% | +3,245.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling