+1,031.9%
NBIS vs SNAP
-47.7%
+1,079.6%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -4.0% | +11.5% | +9.3% |
| 7D | +8.2% | +0.7% | +7.5% | +7.6% |
| 30D | +3.4% | +2.6% | +0.8% | +0.7% |
| 3M | -12.8% | -9.9% | -2.9% | -10.3% |
| 6M | +131.5% | +1.9% | +129.7% | +117.6% |
| YTD | +170.5% | -32.2% | +202.7% | +218.3% |
| 1Y | +248.8% | -22.8% | +271.6% | +272.4% |
| All | +1,031.9% | -47.7% | +1,079.6% | +1,401.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling