+182.7%
SW vs RMBS
+512.9%
-330.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.0% | -7.9% | -1.9% |
| 7D | +2.3% | -12.0% | +14.3% | +3.8% |
| 30D | +6.8% | -33.1% | +39.9% | +12.2% |
| 3M | -5.2% | -23.7% | +18.5% | -2.6% |
| 6M | +7.4% | -42.7% | +50.1% | +13.7% |
| YTD | +17.4% | -18.9% | +36.3% | +15.5% |
| 1Y | +27.1% | -30.0% | +57.1% | +27.4% |
| 3Y | +47.9% | +28.8% | +19.1% | +28.4% |
| 5Y | -2.6% | +210.5% | -213.1% | -27.0% |
| All | +182.7% | +512.9% | -330.2% | +85.3% |
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 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