+1,383.2%
STX vs RMBS
+55.1%
+1,328.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.7% | +4.8% | +5.8% |
| 7D | +10.7% | +3.0% | +7.8% | +9.6% |
| 30D | +11.3% | -14.4% | +25.7% | +18.5% |
| 3M | +3.2% | -42.8% | +46.1% | +27.2% |
| 6M | +157.0% | -1.4% | +158.4% | +151.8% |
| YTD | +229.2% | -5.4% | +234.6% | +223.6% |
| 1Y | +381.8% | +18.6% | +363.3% | +341.9% |
| 3Y | +1,383.2% | +57.3% | +1,325.9% | +1,078.0% |
| All | +1,383.2% | +55.1% | +1,328.1% | +1,078.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling