+10,374.7%
STX vs RMBS
+1,010.0%
+9,364.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +5.7% | +4.3% | +8.6% |
| 7D | -1.0% | +3.0% | -3.9% | -1.3% |
| 30D | -26.8% | -15.5% | -11.2% | -23.4% |
| 3M | -32.7% | -11.5% | -21.2% | -30.5% |
| 6M | -33.7% | -36.5% | +2.8% | -26.3% |
| YTD | +101.0% | -7.1% | +108.1% | +101.7% |
| 1Y | +92.7% | -18.7% | +111.3% | +99.2% |
| 3Y | +708.7% | +36.2% | +672.5% | +619.8% |
| 5Y | +504.0% | +252.0% | +252.0% | +336.4% |
| 10Y | +2,108.4% | +561.2% | +1,547.2% | +1,289.5% |
| All | +10,374.7% | +1,010.0% | +9,364.7% | +4,604.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling