+1,040.6%
NBIS vs STT
+120.3%
+920.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.3% | -4.8% | -4.8% |
| 7D | +8.3% | -1.4% | +9.7% | +9.8% |
| 30D | +18.1% | +2.2% | +15.9% | +16.1% |
| 3M | +7.8% | +18.8% | -11.1% | -8.0% |
| 6M | +136.6% | +57.9% | +78.6% | +52.5% |
| YTD | +172.5% | +51.0% | +121.5% | +83.5% |
| 1Y | +144.3% | +77.1% | +67.1% | +39.9% |
| All | +1,040.6% | +120.3% | +920.3% | +373.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling