+575.8%
SPMO vs RMBS
+588.5%
-12.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.3% |
| 7D | +2.7% | +3.5% | -0.8% | +1.9% |
| 30D | +1.1% | -8.6% | +9.7% | +3.2% |
| 3M | +2.0% | -40.3% | +42.4% | +14.5% |
| 6M | +26.5% | -1.0% | +27.5% | +23.0% |
| YTD | +26.5% | -4.6% | +31.1% | +21.9% |
| 1Y | +27.9% | +17.6% | +10.4% | +14.6% |
| 3Y | +160.4% | +58.6% | +101.7% | +101.5% |
| 5Y | +151.5% | +270.9% | -119.4% | +44.4% |
| 10Y | +526.3% | +569.1% | -42.7% | +181.0% |
| All | +575.8% | +588.5% | -12.7% | +203.1% |
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