+1,418.9%
SPY vs RMBS
+1,339.3%
+79.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.5% |
| 7D | +0.1% | -0.3% | +0.5% | +0.1% |
| 30D | +0.1% | -12.2% | +12.2% | +1.4% |
| 3M | +2.0% | -49.5% | +51.5% | +9.2% |
| 6M | +13.0% | -7.1% | +20.2% | +11.8% |
| YTD | +13.5% | -7.0% | +20.5% | +11.6% |
| 1Y | +20.0% | +13.3% | +6.6% | +14.4% |
| 3Y | +77.2% | +49.2% | +27.9% | +59.4% |
| 5Y | +81.9% | +250.0% | -168.1% | +47.8% |
| 10Y | +314.1% | +495.1% | -181.1% | +214.0% |
| All | +1,418.9% | +1,339.3% | +79.6% | +628.5% |
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