+1,119.4%
NBIS vs SPY
+33.9%
+1,085.5%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.5% | +8.3% | +9.3% |
| 7D | +22.2% | +0.5% | +21.7% | +20.2% |
| 30D | +29.7% | -0.9% | +30.7% | +33.4% |
| 3M | +11.9% | +3.9% | +8.0% | +3.3% |
| 6M | +173.0% | +14.5% | +158.5% | +98.6% |
| YTD | +191.4% | +12.9% | +178.4% | +123.8% |
| 1Y | +280.7% | +19.4% | +261.3% | +158.7% |
| All | +1,119.4% | +33.9% | +1,085.5% | +756.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling