-7.2%
SYK vs RMBS
+52.4%
-59.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.7% | -1.9% |
| 7D | -12.3% | +1.2% | -13.5% | -12.4% |
| 30D | -22.4% | -11.5% | -11.0% | -22.2% |
| 3M | -12.3% | -38.2% | +25.9% | -10.8% |
| 6M | -24.3% | -4.8% | -19.6% | -26.1% |
| YTD | -22.8% | -7.1% | -15.6% | -25.0% |
| 1Y | -28.8% | +10.7% | -39.5% | -32.8% |
| All | -7.2% | +52.4% | -59.6% | -20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling