+64.7%
NBDS vs SPY
+80.2%
-15.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -0.7% |
| 7D | -2.7% | -2.0% | -0.7% | +0.1% |
| 30D | -4.1% | -1.7% | -2.5% | -1.7% |
| 3M | +4.1% | +4.7% | -0.6% | -2.1% |
| 6M | +23.7% | +12.5% | +11.2% | +5.7% |
| YTD | +11.8% | +11.7% | +0.1% | -3.2% |
| 1Y | +12.5% | +17.5% | -5.0% | -8.8% |
| 3Y | +73.5% | +76.6% | -3.0% | -17.1% |
| All | +64.7% | +80.2% | -15.5% | -23.0% |
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