+1,535.1%
SRE vs RMBS
+481.1%
+1,054.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.6% |
| 7D | +1.4% | +3.0% | -1.5% | +1.3% |
| 30D | +1.9% | -14.4% | +16.3% | +2.7% |
| 3M | -3.3% | -42.8% | +39.6% | -0.8% |
| 6M | -6.4% | -1.4% | -5.0% | -7.4% |
| YTD | -1.8% | -5.4% | +3.6% | -3.0% |
| 1Y | +10.7% | +18.6% | -7.8% | +7.7% |
| 3Y | +31.8% | +57.3% | -25.5% | +24.2% |
| 5Y | +49.2% | +265.7% | -216.5% | +33.4% |
| 10Y | +118.5% | +546.0% | -427.5% | +87.8% |
| All | +1,535.1% | +481.1% | +1,054.0% | +1,209.0% |
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