+3,476.8%
STX vs RMBS
+554.0%
+2,922.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.6% | 0.0% | -1.6% |
| 7D | +8.0% | +1.2% | +6.8% | +7.5% |
| 30D | +5.1% | -11.5% | +16.6% | +11.0% |
| 3M | +5.8% | -38.2% | +44.0% | +28.9% |
| 6M | +124.9% | -4.8% | +129.7% | +121.8% |
| YTD | +213.9% | -7.1% | +221.0% | +207.8% |
| 1Y | +350.4% | +10.7% | +339.7% | +309.5% |
| 3Y | +1,314.2% | +54.5% | +1,259.7% | +908.4% |
| 5Y | +1,092.8% | +261.7% | +831.1% | +436.0% |
| All | +3,476.8% | +554.0% | +2,922.8% | +964.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling