+28.0%
NBIS vs SITM
+47.5%
-19.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -9.4% | +2.7% | -3.4% |
| 7D | -22.4% | -19.5% | -2.9% | -16.2% |
| 30D | -39.1% | -43.2% | +4.1% | -26.9% |
| 3M | -37.3% | -30.8% | -6.5% | -29.4% |
| 6M | -19.8% | -28.6% | +8.8% | -10.2% |
| YTD | +69.1% | +14.2% | +54.9% | +70.0% |
| 1Y | +28.0% | +44.4% | -16.4% | +28.5% |
| All | +28.0% | +47.5% | -19.5% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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