-49.7%
NB vs SPY
+98.8%
-148.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.6% | -5.1% | -5.2% |
| 7D | -7.1% | -2.0% | -5.1% | -5.4% |
| 30D | -28.9% | -1.7% | -27.3% | -27.8% |
| 3M | -21.3% | +4.7% | -26.0% | -23.3% |
| 6M | -22.7% | +12.5% | -35.2% | -26.9% |
| YTD | -28.1% | +11.7% | -39.8% | -31.7% |
| 1Y | -15.3% | +17.5% | -32.8% | -20.6% |
| 3Y | -7.1% | +76.6% | -83.6% | -15.3% |
| All | -49.7% | +98.8% | -148.4% | -56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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