+1,022.8%
NBIS vs SM
-6.2%
+1,028.9%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -0.8% | +4.6% | -5.4% | -1.7% |
| 30D | -13.4% | +18.2% | -31.6% | -16.6% |
| 3M | +1.0% | +22.5% | -21.5% | -4.3% |
| 6M | +100.5% | +50.6% | +49.9% | +73.2% |
| YTD | +168.3% | +108.1% | +60.1% | +102.7% |
| 1Y | +151.8% | +46.0% | +105.8% | +118.0% |
| All | +1,022.8% | -6.2% | +1,028.9% | +872.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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