-44.1%
NBIS vs S
+41.8%
-85.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -0.4% | -9.5% | -9.8% |
| 7D | -10.5% | +2.0% | -12.5% | -10.1% |
| 30D | -37.7% | -2.7% | -35.0% | -36.3% |
| 3M | -54.6% | -6.9% | -47.7% | -53.1% |
| 6M | -44.1% | +38.1% | -82.2% | -42.6% |
| All | -44.1% | +41.8% | -85.9% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 6mo: compounded portfolio wealth divided by compounded S 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…
6mo analysis · Full analysis span regression · 6 months rolling