+673.5%
NBIS vs SNAP
-48.9%
+722.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.4% | +6.8% | +8.6% | +12.2% |
| 7D | +9.3% | -9.8% | +19.1% | +15.3% |
| 30D | -26.4% | -18.2% | -8.1% | -18.8% |
| 3M | -19.9% | -3.1% | -16.9% | -20.0% |
| 6M | -16.9% | -7.1% | -9.7% | -16.3% |
| YTD | +84.8% | -33.8% | +118.6% | +119.7% |
| 1Y | +51.3% | -39.0% | +90.4% | +87.6% |
| All | +673.5% | -48.9% | +722.3% | +936.0% |
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