+1,040.6%
NBIS vs SNAP
-47.2%
+1,087.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +4.0% | -9.0% | -6.9% |
| 7D | +8.3% | -3.2% | +11.5% | +9.5% |
| 30D | +18.1% | +0.2% | +17.9% | +16.1% |
| 3M | +7.8% | +2.6% | +5.2% | +2.8% |
| 6M | +136.6% | +12.4% | +124.1% | +110.1% |
| YTD | +172.5% | -31.6% | +204.1% | +218.9% |
| 1Y | +144.3% | -21.7% | +166.0% | +158.0% |
| All | +1,040.6% | -47.2% | +1,087.7% | +1,403.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 5y: compounded portfolio wealth divided by compounded SNAP 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…
5y analysis · Full analysis span regression · 6 months rolling