+755.0%
SW vs RMBS
+316.9%
+438.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | -0.1% | +1.2% |
| 7D | -5.1% | -0.3% | -4.7% | -5.1% |
| 30D | -4.6% | -12.2% | +7.6% | -3.8% |
| 3M | +9.4% | -49.5% | +58.9% | +13.9% |
| 6M | +3.5% | -7.1% | +10.7% | +3.1% |
| YTD | +22.0% | -7.0% | +29.0% | +21.1% |
| 1Y | +2.2% | +13.3% | -11.1% | -0.3% |
| 3Y | +19.6% | +49.2% | -29.7% | +13.3% |
| 5Y | -2.3% | +250.0% | -252.3% | -10.9% |
| 10Y | +181.4% | +495.1% | -313.8% | +149.6% |
| All | +755.0% | +316.9% | +438.1% | +694.2% |
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