-52.1%
NB vs SPY
+11.9%
-64.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.4% | -7.7% | -6.8% |
| 7D | +0.8% | -0.6% | +1.4% | +2.8% |
| 30D | -10.8% | -3.7% | -7.2% | +2.4% |
| 3M | -44.9% | -2.7% | -42.1% | -38.5% |
| 6M | -50.7% | +2.2% | -52.8% | -52.0% |
| YTD | -43.3% | +10.8% | -54.1% | -56.5% |
| 1Y | -52.1% | +11.2% | -63.3% | -63.3% |
| All | -52.1% | +11.9% | -64.0% | -63.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling