-1.2%
NBIG vs SPY
+12.9%
-14.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -9.6% |
| 7D | -2.7% | -0.8% | -1.9% | +2.4% |
| 30D | -29.6% | -1.1% | -28.5% | -23.9% |
| 3M | -37.4% | +3.9% | -41.2% | -47.3% |
| 6M | +83.9% | +13.6% | +70.3% | -10.0% |
| YTD | +162.4% | +12.7% | +149.7% | +49.8% |
| All | -1.2% | +12.9% | -14.0% | -40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling