+110.6%
SPOT vs RMBS
+258.2%
-147.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +0.3% |
| 7D | -6.9% | +1.2% | -8.0% | -7.1% |
| 30D | +4.1% | -11.5% | +15.6% | +6.2% |
| 3M | +3.7% | -38.2% | +41.9% | +12.3% |
| 6M | -1.6% | -4.8% | +3.1% | -5.6% |
| YTD | -10.2% | -7.1% | -3.0% | -15.1% |
| 1Y | -25.9% | +10.7% | -36.6% | -35.0% |
| 3Y | +235.6% | +54.5% | +181.1% | +131.1% |
| 5Y | +110.6% | +261.7% | -151.1% | -25.4% |
| All | +110.6% | +258.2% | -147.6% | -25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling