+823.3%
SPYM vs RMBS
+520.6%
+302.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.2% | -0.8% |
| 7D | +0.6% | +3.0% | -2.4% | +0.2% |
| 30D | -0.9% | -14.4% | +13.5% | +1.1% |
| 3M | +3.9% | -42.8% | +46.8% | +11.4% |
| 6M | +14.5% | -1.4% | +15.9% | +11.9% |
| YTD | +13.0% | -5.4% | +18.4% | +10.0% |
| 1Y | +19.4% | +18.6% | +0.9% | +11.4% |
| 3Y | +78.9% | +57.3% | +21.6% | +54.3% |
| 5Y | +82.3% | +265.7% | -183.4% | +38.0% |
| 10Y | +314.7% | +546.0% | -231.3% | +186.0% |
| All | +823.3% | +520.6% | +302.7% | +434.8% |
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 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