+1,040.6%
NBIS vs SPYG
+43.4%
+997.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.8% | -4.2% | -2.9% |
| 7D | +8.3% | -1.8% | +10.1% | +13.7% |
| 30D | +18.1% | -1.9% | +20.0% | +25.0% |
| 3M | +7.8% | +5.2% | +2.6% | -1.2% |
| 6M | +136.6% | +15.6% | +121.0% | +74.4% |
| YTD | +172.5% | +12.4% | +160.1% | +119.5% |
| 1Y | +144.3% | +17.5% | +126.8% | +79.9% |
| All | +1,040.6% | +43.4% | +997.2% | +660.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling