+28.0%
NBIS vs SAP
-5.6%
+33.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +4.2% | -10.9% | -5.2% |
| 7D | -22.4% | +1.3% | -23.7% | -21.9% |
| 30D | -39.1% | +15.5% | -54.7% | -36.0% |
| 3M | -37.3% | +22.8% | -60.1% | -32.6% |
| 6M | -19.8% | +42.5% | -62.2% | -6.2% |
| YTD | +69.1% | +0.5% | +68.5% | +128.5% |
| 1Y | +28.0% | -5.9% | +34.0% | +97.0% |
| All | +28.0% | -5.6% | +33.6% | +97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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