-4.7%
NB vs SPY
+18.8%
-23.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.5% | -0.5% |
| 7D | -2.4% | -0.4% | -2.1% | -1.5% |
| 30D | -25.9% | -1.4% | -24.5% | -22.5% |
| 3M | -19.0% | +3.7% | -22.7% | -25.6% |
| 6M | -14.9% | +13.0% | -27.9% | -34.0% |
| YTD | -23.8% | +12.4% | -36.2% | -40.0% |
| 1Y | -4.7% | +18.5% | -23.2% | -16.0% |
| All | -4.7% | +18.8% | -23.5% | -16.0% |
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 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