-19.9%
NBIS vs STM
-17.1%
-2.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.4% | +3.5% | +12.0% | +11.6% |
| 7D | +9.3% | +1.4% | +7.9% | +8.1% |
| 30D | -26.4% | -8.4% | -18.0% | -19.3% |
| 3M | -19.9% | -15.8% | -4.1% | -4.6% |
| All | -19.9% | -17.1% | -2.8% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 3mo: compounded portfolio wealth divided by compounded STM 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…
3mo analysis · Full analysis span regression · Available span rolling