+30.7%
NBIS vs SAN
+12.6%
+18.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +0.7% | -10.6% | -10.4% |
| 7D | -10.5% | +4.0% | -14.5% | -12.4% |
| 30D | -37.7% | -7.8% | -29.9% | -33.9% |
| 3M | -54.6% | -16.4% | -38.2% | -48.4% |
| 6M | -44.1% | +3.5% | -47.6% | -43.5% |
| YTD | +38.4% | +6.7% | +31.8% | +34.7% |
| 1Y | +30.7% | +14.5% | +16.3% | +24.6% |
| All | +30.7% | +12.6% | +18.1% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 1y: compounded portfolio wealth divided by compounded SAN 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…
1y analysis · Full analysis span regression · 6 months rolling