+1,031.9%
NBIS vs SHOP
+76.9%
+955.1%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.5% | +8.0% | +7.7% |
| 7D | +8.2% | -5.1% | +13.3% | +10.4% |
| 30D | +3.4% | +0.6% | +2.8% | +2.5% |
| 3M | -12.8% | +25.0% | -37.9% | -24.4% |
| 6M | +131.5% | +11.9% | +119.6% | +107.9% |
| YTD | +170.5% | -9.9% | +180.3% | +173.1% |
| 1Y | +248.8% | 0.0% | +248.8% | +228.5% |
| All | +1,031.9% | +76.9% | +955.1% | +793.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling