+7,301.3%
STRL vs RMBS
+557.5%
+6,743.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.8% |
| 7D | +8.2% | +3.5% | +4.7% | +6.6% |
| 30D | -6.3% | -8.6% | +2.3% | -2.3% |
| 3M | -41.2% | -40.3% | -0.9% | -26.0% |
| 6M | +20.4% | -1.0% | +21.3% | +20.3% |
| YTD | +61.7% | -4.6% | +66.3% | +59.7% |
| 1Y | +72.7% | +17.6% | +55.1% | +56.2% |
| 3Y | +530.9% | +58.6% | +472.3% | +374.2% |
| 5Y | +2,125.4% | +270.9% | +1,854.5% | +1,004.0% |
| 10Y | +7,301.3% | +569.1% | +6,732.3% | +2,695.5% |
| All | +7,301.3% | +557.5% | +6,743.8% | +2,695.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling