+518.6%
STM vs RMBS
+1,337.6%
-819.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.7% | -2.2% | +2.0% |
| 7D | +1.4% | +3.0% | -1.5% | +0.8% |
| 30D | -8.4% | -15.5% | +7.2% | -4.2% |
| 3M | -15.8% | -11.5% | -4.3% | -13.1% |
| 6M | -22.8% | -36.5% | +13.7% | -13.1% |
| YTD | +79.4% | -7.1% | +86.5% | +80.1% |
| 1Y | +97.0% | -18.7% | +115.6% | +103.4% |
| 3Y | +14.2% | +36.2% | -22.0% | +0.3% |
| 5Y | -4.5% | +252.0% | -256.5% | -32.8% |
| 10Y | +463.1% | +561.2% | -98.1% | +249.4% |
| All | +518.6% | +1,337.6% | -819.1% | +58.2% |
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