-77.6%
NBIL vs SPY
+13.4%
-91.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.8% | -0.4% | -19.4% | -17.0% |
| 7D | -26.3% | +2.6% | -28.9% | -35.5% |
| 30D | -68.7% | -2.0% | -66.7% | -58.0% |
| 3M | -85.3% | -2.8% | -82.5% | -78.4% |
| 6M | -86.5% | +2.1% | -88.7% | -83.8% |
| YTD | -45.2% | +11.5% | -56.7% | -57.9% |
| 1Y | -56.2% | +13.5% | -69.7% | -68.7% |
| All | -77.6% | +13.4% | -91.0% | -83.9% |
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