+318.0%
SPYM vs RMBS
+566.4%
-248.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.4% |
| 7D | -0.8% | +1.8% | -2.5% | -1.2% |
| 30D | -1.1% | -13.9% | +12.8% | +2.0% |
| 3M | +3.9% | -39.8% | +43.7% | +14.5% |
| 6M | +13.6% | -6.0% | +19.6% | +9.5% |
| YTD | +12.7% | -5.4% | +18.1% | +6.5% |
| 1Y | +17.6% | -1.8% | +19.4% | +8.0% |
| 3Y | +77.2% | +53.7% | +23.6% | +31.7% |
| 5Y | +84.1% | +268.5% | -184.4% | -4.5% |
| All | +318.0% | +566.4% | -248.4% | +61.6% |
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 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