+70.1%
NBDS vs SPY
+82.1%
-12.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.9% |
| 7D | +2.8% | +0.5% | +2.2% | +2.0% |
| 30D | -1.7% | -0.9% | -0.7% | -0.3% |
| 3M | +3.8% | +3.9% | -0.1% | -1.4% |
| 6M | +28.7% | +14.5% | +14.1% | +7.3% |
| YTD | +15.5% | +12.9% | +2.6% | -1.6% |
| 1Y | +17.6% | +19.4% | -1.7% | -6.8% |
| 3Y | +79.3% | +78.5% | +0.8% | -15.7% |
| All | +70.1% | +82.1% | -12.0% | -21.7% |
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