+1,040.6%
NBIS vs SPY
+32.5%
+1,008.1%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.6% | -4.5% | -3.4% |
| 7D | +8.3% | -2.0% | +10.3% | +14.4% |
| 30D | +18.1% | -1.7% | +19.7% | +24.0% |
| 3M | +7.8% | +4.7% | +3.0% | -2.4% |
| 6M | +136.6% | +12.5% | +124.1% | +80.6% |
| YTD | +172.5% | +11.7% | +160.8% | +115.8% |
| 1Y | +144.3% | +17.5% | +126.8% | +73.1% |
| All | +1,040.6% | +32.5% | +1,008.1% | +726.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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