+1,022.8%
NBIS vs SPYM
+33.4%
+989.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.1% | -3.2% |
| 7D | -0.8% | -1.0% | +0.2% | +2.2% |
| 30D | -13.4% | -1.3% | -12.0% | -9.9% |
| 3M | +1.0% | +3.6% | -2.6% | -6.3% |
| 6M | +100.5% | +13.3% | +87.2% | +47.8% |
| YTD | +168.3% | +12.4% | +155.8% | +105.9% |
| 1Y | +151.8% | +17.3% | +134.5% | +75.7% |
| All | +1,022.8% | +33.4% | +989.3% | +657.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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