+3,667.9%
STRL vs RMBS
+534.0%
+3,133.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.2% | +0.2% | -1.5% |
| 7D | +15.7% | +10.3% | +5.3% | +10.8% |
| 30D | -35.5% | -10.7% | -24.7% | -31.2% |
| 3M | -47.1% | -17.2% | -29.9% | -41.8% |
| 6M | -65.8% | -39.0% | -26.8% | -57.1% |
| YTD | -4.5% | -10.5% | +6.0% | -2.1% |
| 1Y | -10.5% | -11.0% | +0.5% | -7.8% |
| 3Y | +340.6% | +31.3% | +309.3% | +262.8% |
| 5Y | +911.0% | +242.8% | +668.3% | +423.2% |
| All | +3,667.9% | +534.0% | +3,133.9% | +1,317.5% |
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