+1,040.6%
NBIS vs SITM
+244.2%
+796.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +2.1% | -7.2% | -6.0% |
| 7D | +8.3% | +4.8% | +3.5% | +6.1% |
| 30D | +18.1% | -9.7% | +27.8% | +23.6% |
| 3M | +7.8% | -9.3% | +17.1% | +9.8% |
| 6M | +136.6% | +69.5% | +67.0% | +73.2% |
| YTD | +172.5% | +70.5% | +102.0% | +90.3% |
| 1Y | +144.3% | +145.3% | -1.0% | +32.0% |
| All | +1,040.6% | +244.2% | +796.3% | +425.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling