+9,929.9%
STX vs RMBS
+969.3%
+8,960.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.2% | +0.1% | -2.3% |
| 7D | +14.6% | +10.3% | +4.3% | +12.1% |
| 30D | -26.0% | -10.7% | -15.2% | -23.5% |
| 3M | -42.6% | -17.2% | -25.4% | -39.8% |
| 6M | -35.3% | -39.0% | +3.8% | -27.3% |
| YTD | +92.5% | -10.5% | +103.0% | +94.9% |
| 1Y | +102.4% | -11.0% | +113.4% | +105.3% |
| 3Y | +673.8% | +31.3% | +642.5% | +594.8% |
| 5Y | +463.1% | +242.8% | +220.3% | +309.7% |
| 10Y | +2,014.6% | +536.9% | +1,477.6% | +1,242.5% |
| All | +9,929.9% | +969.3% | +8,960.5% | +4,445.8% |
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 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