+27.1%
SW vs RMBS
-31.1%
+58.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.0% | -7.9% | -1.6% |
| 7D | +2.3% | -12.0% | +14.3% | +3.3% |
| 30D | +6.8% | -33.1% | +39.9% | +10.8% |
| 3M | -5.2% | -23.7% | +18.5% | -3.3% |
| 6M | +7.4% | -42.7% | +50.1% | +12.7% |
| YTD | +17.4% | -18.9% | +36.3% | +12.6% |
| 1Y | +27.1% | -30.0% | +57.1% | +24.0% |
| All | +27.1% | -31.1% | +58.2% | +24.0% |
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