+50.1%
SRE vs RMBS
+267.8%
-217.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.6% |
| 7D | +1.5% | +3.5% | -2.0% | +1.3% |
| 30D | +0.8% | -8.6% | +9.4% | +1.2% |
| 3M | -5.8% | -40.3% | +34.5% | -3.6% |
| 6M | -7.8% | -1.0% | -6.8% | -9.3% |
| YTD | -2.4% | -4.6% | +2.3% | -4.4% |
| 1Y | +8.9% | +17.6% | -8.7% | +4.0% |
| 3Y | +31.1% | +58.6% | -27.6% | +19.2% |
| All | +50.1% | +267.8% | -217.7% | +22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling