+22,372.9%
STRL vs RMBS
+1,155.2%
+21,217.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.0% | -3.5% | +2.6% |
| 7D | -26.9% | -12.0% | -15.0% | -25.5% |
| 30D | -52.7% | -33.1% | -19.5% | -50.1% |
| 3M | -52.8% | -23.7% | -29.1% | -51.0% |
| 6M | -71.5% | -42.7% | -28.8% | -69.3% |
| YTD | -17.4% | -18.9% | +1.5% | -14.8% |
| 1Y | -35.0% | -30.0% | -4.9% | -31.7% |
| 3Y | +239.2% | +28.8% | +210.4% | +233.5% |
| 5Y | +830.2% | +210.5% | +619.6% | +746.9% |
| 10Y | +3,574.7% | +524.7% | +3,050.0% | +3,065.8% |
| All | +22,372.9% | +1,155.2% | +21,217.6% | +40,057.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling