+3,900.0%
SU vs RMBS
+1,376.2%
+2,523.8%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.6% |
| 7D | +1.6% | +3.5% | -1.9% | +1.2% |
| 30D | +10.7% | -8.6% | +19.3% | +11.6% |
| 3M | +13.5% | -40.3% | +53.8% | +18.4% |
| 6M | +21.8% | -1.0% | +22.8% | +19.3% |
| YTD | +58.8% | -4.6% | +63.5% | +55.2% |
| 1Y | +72.0% | +17.6% | +54.5% | +63.3% |
| 3Y | +121.7% | +58.6% | +63.1% | +98.3% |
| 5Y | +350.4% | +270.9% | +79.5% | +265.3% |
| 10Y | +264.7% | +569.1% | -304.4% | +177.2% |
| All | +3,900.0% | +1,376.2% | +2,523.8% | +2,461.3% |
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