+479.4%
NBIS vs SHOP
+79.3%
+400.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +0.2% | -10.1% | -10.0% |
| 7D | -10.5% | -1.2% | -9.3% | -9.8% |
| 30D | -37.7% | -14.7% | -23.0% | -33.5% |
| 3M | -54.6% | -7.2% | -47.3% | -53.3% |
| 6M | -44.1% | +54.2% | -98.3% | -56.5% |
| YTD | +38.4% | -8.6% | +47.1% | +38.9% |
| 1Y | +30.7% | +0.5% | +30.2% | +23.5% |
| All | +479.4% | +79.3% | +400.1% | +354.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SHOP.
Daily Out/Under-Performance
Portfolio return minus SHOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHOP 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 10y: compounded portfolio wealth divided by compounded SHOP 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…
10y analysis · Full analysis span regression · 6 months rolling