-24.7%
STRL vs RMBS
-27.4%
+2.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -19.8% | -8.4% | -11.4% | -14.5% |
| 30D | -43.6% | -24.9% | -18.7% | -32.4% |
| 3M | -45.2% | -15.8% | -29.4% | -38.8% |
| 6M | -65.7% | -37.5% | -28.2% | -55.2% |
| YTD | -5.4% | -12.1% | +6.7% | -9.9% |
| 1Y | -24.7% | -27.0% | +2.3% | -15.6% |
| All | -24.7% | -27.4% | +2.7% | -15.6% |
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