+43,143.6%
STRL vs RMBS
+1,339.3%
+41,804.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.3% | +4.4% | +5.6% |
| 7D | +3.4% | -0.3% | +3.7% | +3.4% |
| 30D | -9.2% | -12.2% | +2.9% | -7.8% |
| 3M | -51.0% | -49.5% | -1.5% | -46.8% |
| 6M | +15.8% | -7.1% | +22.9% | +17.6% |
| YTD | +58.9% | -7.0% | +65.9% | +60.6% |
| 1Y | +68.5% | +13.3% | +55.2% | +67.4% |
| 3Y | +485.2% | +49.2% | +436.0% | +462.4% |
| 5Y | +2,005.1% | +250.0% | +1,755.1% | +1,779.8% |
| 10Y | +7,118.0% | +495.1% | +6,622.8% | +6,054.3% |
| All | +43,143.6% | +1,339.3% | +41,804.2% | +75,588.6% |
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 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