+1,031.9%
NBIS vs SFM
-29.8%
+1,061.8%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.9% | +4.6% | +7.3% |
| 7D | +8.2% | -0.1% | +8.3% | +8.2% |
| 30D | +3.4% | -4.4% | +7.7% | +3.7% |
| 3M | -12.8% | +1.5% | -14.3% | -13.1% |
| 6M | +131.5% | +6.5% | +125.1% | +127.2% |
| YTD | +170.5% | +2.2% | +168.3% | +166.8% |
| 1Y | +248.8% | -41.9% | +290.7% | +297.0% |
| All | +1,031.9% | -29.8% | +1,061.8% | +1,266.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling