+123.8%
STX vs RMBS
-18.2%
+142.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -6.0% | -2.1% | -5.2% |
| 7D | -20.2% | -8.9% | -11.3% | -16.3% |
| 30D | -37.2% | -24.8% | -12.4% | -28.1% |
| 3M | -34.1% | -17.6% | -16.5% | -28.3% |
| 6M | -24.5% | -25.7% | +1.2% | -14.5% |
| YTD | +102.9% | -9.8% | +112.7% | +84.6% |
| 1Y | +123.8% | -17.4% | +141.2% | +116.1% |
| All | +123.8% | -18.2% | +142.0% | +116.1% |
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 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