+148.7%
XLK vs RMBS
+265.4%
-116.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +0.8% |
| 7D | +0.2% | +1.8% | -1.6% | -0.3% |
| 30D | -0.6% | -13.9% | +13.3% | +3.8% |
| 3M | +2.6% | -39.8% | +42.4% | +17.9% |
| 6M | +34.0% | -6.0% | +40.0% | +30.1% |
| YTD | +30.7% | -5.4% | +36.0% | +23.8% |
| 1Y | +39.2% | -1.8% | +41.0% | +27.5% |
| 3Y | +120.4% | +53.7% | +66.8% | +56.0% |
| All | +148.7% | +265.4% | -116.7% | +6.8% |
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