+84.3%
NBET vs SPY
+82.1%
+2.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.3% |
| 7D | +0.4% | +0.5% | -0.1% | 0.0% |
| 30D | +8.1% | -0.9% | +9.1% | +8.8% |
| 3M | +7.6% | +3.9% | +3.7% | +4.1% |
| 6M | +9.0% | +14.5% | -5.6% | -2.9% |
| YTD | +32.4% | +12.9% | +19.5% | +19.2% |
| 1Y | +36.7% | +19.4% | +17.4% | +17.2% |
| 3Y | +94.3% | +78.5% | +15.8% | +15.8% |
| All | +84.3% | +82.1% | +2.2% | +5.8% |
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