+22.5%
STM vs RMBS
+260.2%
-237.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -1.3% |
| 7D | +5.2% | +3.0% | +2.3% | +3.7% |
| 30D | -7.4% | -14.4% | +7.0% | -0.4% |
| 3M | -30.6% | -42.8% | +12.2% | -10.2% |
| 6M | +66.4% | -1.4% | +67.8% | +62.9% |
| YTD | +101.1% | -5.4% | +106.6% | +95.6% |
| 1Y | +97.4% | +18.6% | +78.8% | +63.3% |
| 3Y | +21.1% | +57.3% | -36.1% | -23.9% |
| 5Y | +22.5% | +265.7% | -243.2% | -60.6% |
| All | +22.5% | +260.2% | -237.8% | -60.6% |
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 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