+1,101.8%
NBIS vs SFM
-37.0%
+1,138.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.5% | -1.2% |
| 7D | +17.8% | -7.2% | +24.9% | +18.3% |
| 30D | +30.5% | -14.3% | +44.9% | +31.8% |
| 3M | +9.2% | -13.7% | +22.9% | +9.9% |
| 6M | +153.2% | -6.0% | +159.2% | +151.3% |
| YTD | +187.1% | -8.2% | +195.4% | +185.1% |
| 1Y | +151.1% | -46.2% | +197.3% | +185.3% |
| All | +1,101.8% | -37.0% | +1,138.7% | +1,359.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 3y: compounded portfolio wealth divided by compounded SFM 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…
3y analysis · Full analysis span regression · 6 months rolling