+127.9%
NBB vs SPY
+763.3%
-635.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.8% |
| 7D | +0.8% | +0.1% | +0.7% | +0.8% |
| 30D | +2.2% | +0.1% | +2.2% | +2.2% |
| 3M | +0.5% | +2.0% | -1.5% | +0.2% |
| 6M | 0.0% | +13.0% | -13.0% | -1.7% |
| YTD | +3.4% | +13.5% | -10.1% | +1.6% |
| 1Y | +4.1% | +20.0% | -15.9% | +1.5% |
| 3Y | +29.8% | +77.2% | -47.4% | +19.8% |
| 5Y | -4.5% | +81.9% | -86.4% | -12.7% |
| 10Y | +29.8% | +314.1% | -284.2% | +11.7% |
| All | +127.9% | +763.3% | -635.4% | +93.2% |
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