-25.9%
STRL vs RMBS
-18.2%
-7.6%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | -6.0% | -15.5% | -17.8% |
| 7D | -27.1% | -8.9% | -18.1% | -22.1% |
| 30D | -45.8% | -24.8% | -21.0% | -35.1% |
| 3M | -47.6% | -17.6% | -30.1% | -41.0% |
| 6M | -46.4% | -25.7% | -20.8% | -35.6% |
| YTD | -7.4% | -9.8% | +2.4% | -13.9% |
| 1Y | -25.9% | -17.4% | -8.5% | -26.2% |
| All | -25.9% | -18.2% | -7.6% | -26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling