+86.2%
SU vs RMBS
-18.2%
+104.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -6.0% | +1.5% | -4.6% |
| 7D | -7.1% | -8.9% | +1.8% | -7.2% |
| 30D | +4.8% | -24.8% | +29.6% | +4.4% |
| 3M | +12.5% | -17.6% | +30.0% | +12.2% |
| 6M | +6.5% | -25.7% | +32.1% | +7.3% |
| YTD | +65.8% | -9.8% | +75.6% | +62.3% |
| 1Y | +86.2% | -17.4% | +103.5% | +82.8% |
| All | +86.2% | -18.2% | +104.4% | +82.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling