-2.3%
SW vs RMBS
+250.7%
-253.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | -0.1% | +1.1% |
| 7D | -5.1% | -0.3% | -4.7% | -5.0% |
| 30D | -4.6% | -12.2% | +7.6% | -2.9% |
| 3M | +9.4% | -49.5% | +58.9% | +19.9% |
| 6M | +3.5% | -7.1% | +10.7% | +1.6% |
| YTD | +22.0% | -7.0% | +29.0% | +18.4% |
| 1Y | +2.2% | +13.3% | -11.1% | -5.8% |
| 3Y | +19.6% | +49.2% | -29.7% | +0.1% |
| All | -2.3% | +250.7% | -253.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling