-10.7%
NBB vs SPY
+72.1%
-82.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -3.6% | +2.6% | -6.2% | -4.1% |
| 30D | +3.0% | -2.0% | +5.0% | +3.4% |
| 3M | -6.5% | -2.8% | -3.7% | -6.0% |
| 6M | -7.2% | +2.1% | -9.3% | -7.6% |
| YTD | -4.1% | +11.5% | -15.6% | -6.5% |
| 1Y | -6.4% | +13.5% | -19.9% | -9.0% |
| 3Y | +23.4% | +77.7% | -54.3% | +8.1% |
| All | -10.7% | +72.1% | -82.8% | -24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling