-19.7%
NB vs SPY
+78.0%
-97.7%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +2.4% | +10.4% | +10.1% |
| 7D | +5.0% | +0.1% | +4.9% | +5.3% |
| 30D | -3.0% | -3.3% | +0.4% | +1.4% |
| 3M | -39.0% | -2.4% | -36.6% | -36.7% |
| 6M | -46.3% | +2.6% | -48.9% | -46.1% |
| YTD | -38.3% | +11.2% | -49.5% | -41.2% |
| 1Y | -46.9% | +13.4% | -60.3% | -49.7% |
| 3Y | -19.7% | +79.9% | -99.6% | -48.9% |
| All | -19.7% | +78.0% | -97.7% | -48.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling