+365.4%
STX vs RMBS
+16.3%
+349.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.3% | +5.0% | +5.7% |
| 7D | +2.4% | -0.3% | +2.7% | +2.5% |
| 30D | +1.4% | -12.2% | +13.6% | +8.0% |
| 3M | -8.2% | -49.5% | +41.3% | +23.4% |
| 6M | +127.0% | -7.1% | +134.2% | +120.7% |
| YTD | +209.1% | -7.0% | +216.1% | +191.3% |
| 1Y | +365.4% | +13.3% | +352.1% | +339.2% |
| All | +365.4% | +16.3% | +349.1% | +339.2% |
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 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