+517.6%
SPMO vs RMBS
+566.4%
-48.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | 0.0% |
| 7D | -0.9% | +1.8% | -2.7% | -1.4% |
| 30D | -1.9% | -13.9% | +12.0% | +1.8% |
| 3M | -1.4% | -39.8% | +38.4% | +11.3% |
| 6M | +25.5% | -6.0% | +31.5% | +23.2% |
| YTD | +24.8% | -5.4% | +30.2% | +20.0% |
| 1Y | +24.5% | -1.8% | +26.3% | +16.3% |
| 3Y | +157.1% | +53.7% | +103.5% | +94.8% |
| 5Y | +149.5% | +268.5% | -119.0% | +31.0% |
| All | +517.6% | +566.4% | -48.8% | +138.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling