-44.1%
NBIS vs SM
+6.0%
-50.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -0.1% | -9.8% | -9.9% |
| 7D | -10.5% | +9.4% | -19.9% | -9.9% |
| 30D | -37.7% | -14.4% | -23.3% | -39.0% |
| 3M | -54.6% | +1.6% | -56.1% | -54.2% |
| 6M | -44.1% | +6.3% | -50.4% | -42.1% |
| All | -44.1% | +6.0% | -50.1% | -42.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling