+22.7%
SYY vs RMBS
+258.2%
-235.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.5% | +1.0% |
| 7D | +1.5% | +1.2% | +0.3% | +1.5% |
| 30D | -2.3% | -11.5% | +9.2% | -1.7% |
| 3M | +5.5% | -38.2% | +43.7% | +7.9% |
| 6M | -1.0% | -4.8% | +3.8% | -2.2% |
| YTD | +14.1% | -7.1% | +21.2% | +12.4% |
| 1Y | +5.6% | +10.7% | -5.1% | +2.2% |
| 3Y | +27.9% | +54.5% | -26.6% | +15.7% |
| 5Y | +22.7% | +261.7% | -238.9% | -13.0% |
| All | +22.7% | +258.2% | -235.4% | -13.0% |
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