+27.1%
SW vs RMBS
-31.7%
+58.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -15.9% | +14.4% | 0.0% |
| 7D | +4.7% | -23.4% | +28.1% | +7.1% |
| 30D | +5.0% | -38.9% | +43.9% | +10.0% |
| 3M | -7.3% | -28.4% | +21.1% | -4.9% |
| 6M | +15.0% | -40.9% | +55.9% | +20.1% |
| YTD | +18.5% | -24.2% | +42.7% | +14.3% |
| 1Y | +27.1% | -35.8% | +63.0% | +25.1% |
| All | +27.1% | -31.7% | +58.9% | +25.1% |
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