+1,077.4%
STX vs RMBS
+269.8%
+807.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.4% |
| 7D | +9.6% | +3.5% | +6.1% | +8.1% |
| 30D | +10.6% | -8.6% | +19.2% | +15.1% |
| 3M | +4.8% | -40.3% | +45.1% | +28.1% |
| 6M | +137.3% | -1.0% | +138.2% | +131.1% |
| YTD | +222.5% | -4.6% | +227.1% | +214.2% |
| 1Y | +366.2% | +17.6% | +348.6% | +320.3% |
| 3Y | +1,352.9% | +58.6% | +1,294.3% | +963.5% |
| 5Y | +1,077.4% | +270.9% | +806.5% | +396.2% |
| All | +1,077.4% | +269.8% | +807.6% | +396.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling