+185.4%
SW vs RMBS
+473.0%
-287.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -15.9% | +14.4% | +0.6% |
| 7D | +4.7% | -23.4% | +28.1% | +8.1% |
| 30D | +5.0% | -38.9% | +43.9% | +11.7% |
| 3M | -7.3% | -28.4% | +21.1% | -3.9% |
| 6M | +15.0% | -40.9% | +55.9% | +21.1% |
| YTD | +18.5% | -24.2% | +42.7% | +17.7% |
| 1Y | +27.1% | -35.8% | +63.0% | +29.0% |
| 3Y | +49.3% | +20.0% | +29.3% | +31.0% |
| 5Y | -1.6% | +190.3% | -192.0% | -25.6% |
| All | +185.4% | +473.0% | -287.6% | +88.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling