+25,638.7%
STRL vs RMBS
+1,260.2%
+24,378.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -19.8% | -8.4% | -11.4% | -18.7% |
| 30D | -43.6% | -24.9% | -18.7% | -41.3% |
| 3M | -45.2% | -15.8% | -29.4% | -43.8% |
| 6M | -65.7% | -37.5% | -28.2% | -63.5% |
| YTD | -5.4% | -12.1% | +6.7% | -3.3% |
| 1Y | -24.7% | -27.0% | +2.3% | -21.4% |
| 3Y | +335.0% | +28.8% | +306.2% | +326.6% |
| 5Y | +915.3% | +236.2% | +679.1% | +816.2% |
| 10Y | +3,877.5% | +546.6% | +3,330.9% | +3,304.7% |
| All | +25,638.7% | +1,260.2% | +24,378.5% | +45,478.1% |
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