+1,031.9%
NBIS vs SAN
+213.4%
+818.5%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.8% | +8.3% | +8.0% |
| 7D | +8.2% | +1.8% | +6.5% | +7.0% |
| 30D | +3.4% | +2.0% | +1.4% | +2.2% |
| 3M | -12.8% | +19.7% | -32.5% | -21.0% |
| 6M | +131.5% | +30.6% | +100.9% | +96.4% |
| YTD | +170.5% | +28.8% | +141.6% | +131.4% |
| 1Y | +248.8% | +57.8% | +191.0% | +162.4% |
| All | +1,031.9% | +213.4% | +818.5% | +610.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling