+784.6%
STRL vs RMBS
+208.7%
+575.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.0% | -3.5% | +0.1% |
| 7D | -26.9% | -12.0% | -15.0% | -21.5% |
| 30D | -52.7% | -33.1% | -19.5% | -42.0% |
| 3M | -52.8% | -23.7% | -29.1% | -45.9% |
| 6M | -71.5% | -42.7% | -28.8% | -62.9% |
| YTD | -17.4% | -18.9% | +1.5% | -11.3% |
| 1Y | -35.0% | -30.0% | -4.9% | -25.4% |
| 3Y | +239.2% | +28.8% | +210.4% | +184.2% |
| All | +784.6% | +208.7% | +575.9% | +362.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling