+1,792.3%
SYY vs RMBS
+1,363.4%
+428.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -1.9% | -0.3% |
| 7D | -2.8% | +3.0% | -5.7% | -2.9% |
| 30D | -5.3% | -14.4% | +9.1% | -4.6% |
| 3M | +5.1% | -42.8% | +47.9% | +7.6% |
| 6M | -5.0% | -1.4% | -3.6% | -5.8% |
| YTD | +10.7% | -5.4% | +16.1% | +9.7% |
| 1Y | +0.7% | +18.6% | -17.9% | -1.8% |
| 3Y | +24.0% | +57.3% | -33.2% | +17.2% |
| 5Y | +19.3% | +265.7% | -246.4% | +7.2% |
| 10Y | +96.4% | +546.0% | -449.6% | +70.8% |
| All | +1,792.3% | +1,363.4% | +428.9% | +1,386.3% |
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 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