+11.5%
SPMO vs RMBS
-18.2%
+29.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.0% | +5.1% | +0.5% |
| 7D | -8.9% | -8.9% | 0.0% | -7.0% |
| 30D | -13.8% | -24.8% | +11.0% | -8.4% |
| 3M | -12.5% | -17.6% | +5.0% | -9.4% |
| 6M | -1.5% | -25.7% | +24.2% | +4.4% |
| YTD | +11.3% | -9.8% | +21.1% | +10.1% |
| 1Y | +11.5% | -17.4% | +28.8% | +11.7% |
| All | +11.5% | -18.2% | +29.7% | +11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling