+118.2%
SRE vs RMBS
+566.4%
-448.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.0% |
| 7D | -0.8% | +1.8% | -2.6% | -1.0% |
| 30D | -3.0% | -13.9% | +10.9% | -1.7% |
| 3M | -8.3% | -39.8% | +31.5% | -4.2% |
| 6M | -8.9% | -6.0% | -2.9% | -10.9% |
| YTD | -4.3% | -5.4% | +1.1% | -7.4% |
| 1Y | +2.7% | -1.8% | +4.6% | -2.2% |
| 3Y | +28.7% | +53.7% | -25.0% | +9.4% |
| 5Y | +47.1% | +268.5% | -221.4% | +0.6% |
| All | +118.2% | +566.4% | -448.2% | +18.5% |
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 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