+151.8%
NBIS vs SPYG
+17.9%
+133.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -4.0% |
| 7D | -0.8% | -0.9% | +0.1% | +1.8% |
| 30D | -13.4% | -1.5% | -11.9% | -9.1% |
| 3M | +1.0% | +3.7% | -2.7% | -6.0% |
| 6M | +100.5% | +16.4% | +84.1% | +39.3% |
| YTD | +168.3% | +13.3% | +154.9% | +104.5% |
| 1Y | +151.8% | +17.9% | +133.9% | +81.3% |
| All | +151.8% | +17.9% | +133.9% | +81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling