+311.2%
SPY vs RMBS
+554.0%
-242.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | 0.0% |
| 7D | -2.0% | +1.2% | -3.2% | -2.3% |
| 30D | -1.7% | -11.5% | +9.8% | +0.8% |
| 3M | +4.7% | -38.2% | +42.9% | +14.8% |
| 6M | +12.5% | -4.8% | +17.3% | +8.0% |
| YTD | +11.7% | -7.1% | +18.8% | +6.0% |
| 1Y | +17.5% | +10.7% | +6.8% | +4.1% |
| 3Y | +76.6% | +54.5% | +22.1% | +30.9% |
| 5Y | +82.0% | +261.7% | -179.6% | -4.6% |
| All | +311.2% | +554.0% | -242.8% | +61.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling