+113.8%
SYY vs RMBS
+566.4%
-452.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.8% |
| 7D | +3.9% | +1.8% | +2.2% | +3.7% |
| 30D | -1.7% | -13.9% | +12.2% | +0.2% |
| 3M | +5.2% | -39.8% | +45.0% | +11.8% |
| 6M | -0.2% | -6.0% | +5.8% | -2.9% |
| YTD | +15.4% | -5.4% | +20.7% | +10.8% |
| 1Y | +5.6% | -1.8% | +7.4% | -0.8% |
| 3Y | +28.9% | +53.7% | -24.8% | +1.5% |
| 5Y | +24.1% | +268.5% | -244.5% | -32.5% |
| All | +113.8% | +566.4% | -452.6% | -14.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling