+313.7%
SPY vs RMBS
+571.6%
-257.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -0.7% |
| 7D | -0.4% | +3.5% | -3.8% | -1.1% |
| 30D | -1.4% | -8.6% | +7.2% | +0.3% |
| 3M | +3.7% | -40.3% | +44.0% | +14.5% |
| 6M | +13.0% | -1.0% | +14.0% | +7.6% |
| YTD | +12.4% | -4.6% | +17.0% | +6.0% |
| 1Y | +18.5% | +17.6% | +1.0% | +3.5% |
| 3Y | +77.6% | +58.6% | +19.0% | +30.9% |
| 5Y | +81.7% | +270.9% | -189.2% | -5.3% |
| All | +313.7% | +571.6% | -257.9% | +61.8% |
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