+743.1%
SW vs RMBS
+304.4%
+438.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -6.0% | +10.1% | +4.5% |
| 7D | +12.1% | -8.9% | +21.0% | +12.7% |
| 30D | +6.6% | -24.8% | +31.4% | +8.4% |
| 3M | -6.0% | -17.6% | +11.5% | -5.1% |
| 6M | +21.5% | -25.7% | +47.1% | +22.9% |
| YTD | +20.3% | -9.8% | +30.1% | +19.3% |
| 1Y | +28.1% | -17.4% | +45.5% | +27.5% |
| 3Y | +51.6% | +42.8% | +8.8% | +43.7% |
| 5Y | -0.1% | +245.6% | -245.7% | -9.0% |
| 10Y | +189.7% | +594.9% | -405.1% | +156.3% |
| All | +743.1% | +304.4% | +438.7% | +682.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling