+1,391.4%
SPY vs RMBS
+1,284.9%
+106.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.9% | 0.0% |
| 7D | +2.6% | +10.3% | -7.7% | +1.4% |
| 30D | -2.0% | -10.7% | +8.7% | -1.0% |
| 3M | -2.8% | -17.2% | +14.4% | -1.3% |
| 6M | +2.1% | -39.0% | +41.2% | +6.2% |
| YTD | +11.5% | -10.5% | +22.0% | +9.4% |
| 1Y | +13.5% | -11.0% | +24.4% | +11.3% |
| 3Y | +77.7% | +31.3% | +46.4% | +61.7% |
| 5Y | +72.6% | +242.8% | -170.2% | +39.9% |
| 10Y | +308.2% | +536.9% | -228.8% | +206.3% |
| All | +1,391.4% | +1,284.9% | +106.5% | +614.6% |
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