+1,101.8%
NBIS vs SPXS
-57.9%
+1,159.6%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.9% | 0.0% |
| 7D | +17.8% | +1.2% | +16.5% | +19.1% |
| 30D | +30.5% | +5.2% | +25.4% | +37.7% |
| 3M | +9.2% | -9.2% | +18.4% | +4.8% |
| 6M | +153.2% | -29.6% | +182.8% | +101.6% |
| YTD | +187.1% | -27.6% | +214.8% | +142.2% |
| 1Y | +151.1% | -36.7% | +187.8% | +95.1% |
| All | +1,101.8% | -57.9% | +1,159.6% | +950.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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