+248.8%
NBIS vs SITM
+174.8%
+74.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +6.5% | +0.9% | +5.7% |
| 7D | +8.2% | +9.7% | -1.5% | +5.6% |
| 30D | +3.4% | +12.7% | -9.3% | -1.1% |
| 3M | -12.8% | -13.4% | +0.6% | -11.4% |
| 6M | +131.5% | +59.6% | +71.9% | +104.5% |
| YTD | +170.5% | +73.3% | +97.2% | +134.8% |
| 1Y | +248.8% | +165.5% | +83.2% | +244.6% |
| All | +248.8% | +174.8% | +74.0% | +244.6% |
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