-9.2%
STM vs RMBS
+235.0%
-244.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +8.3% | -1.6% | +2.7% |
| 7D | -5.6% | -3.9% | -1.7% | -3.7% |
| 30D | -14.4% | -24.9% | +10.4% | -2.1% |
| 3M | -20.5% | -20.5% | 0.0% | -11.8% |
| 6M | -24.5% | -37.5% | +13.0% | -6.1% |
| YTD | +72.7% | -12.1% | +84.8% | +73.2% |
| 1Y | +91.0% | -25.0% | +116.0% | +104.2% |
| 3Y | +13.5% | +36.1% | -22.6% | -22.1% |
| 5Y | -9.2% | +236.1% | -245.3% | -70.5% |
| All | -9.2% | +235.0% | -244.2% | -70.5% |
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 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