+25.6%
SW vs RMBS
-18.4%
+44.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.6% |
| 7D | -2.9% | +10.3% | -13.3% | -3.9% |
| 30D | +5.0% | -10.7% | +15.8% | +5.8% |
| 3M | -13.7% | -17.2% | +3.6% | -12.5% |
| 6M | +8.0% | -39.0% | +47.0% | +12.8% |
| YTD | +14.0% | -10.5% | +24.5% | +7.6% |
| 1Y | +25.6% | -11.0% | +36.6% | +18.4% |
| All | +25.6% | -18.4% | +44.0% | +18.4% |
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