-60.3%
NB vs SPY
+97.2%
-157.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.4% | -7.7% | -7.7% |
| 7D | +0.8% | -0.6% | +1.4% | +1.8% |
| 30D | -10.8% | -3.7% | -7.2% | -7.1% |
| 3M | -44.9% | -2.7% | -42.1% | -42.9% |
| 6M | -50.7% | +2.2% | -52.8% | -50.2% |
| YTD | -43.3% | +10.8% | -54.1% | -45.2% |
| 1Y | -52.1% | +11.2% | -63.3% | -53.7% |
| 3Y | -23.1% | +76.5% | -99.6% | -30.2% |
| All | -60.3% | +97.2% | -157.5% | -64.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling