+338.3%
SU vs RMBS
+265.4%
+72.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.3% |
| 7D | +2.2% | +1.8% | +0.5% | +2.1% |
| 30D | +8.4% | -13.9% | +22.3% | +9.8% |
| 3M | +12.1% | -39.8% | +51.9% | +16.8% |
| 6M | +19.7% | -6.0% | +25.7% | +16.8% |
| YTD | +58.4% | -5.4% | +63.8% | +53.1% |
| 1Y | +67.2% | -1.8% | +69.1% | +59.3% |
| 3Y | +125.0% | +53.7% | +71.4% | +90.7% |
| All | +338.3% | +265.4% | +72.9% | +181.9% |
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