-44.1%
NBIS vs STT
+16.5%
-60.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -0.1% | -9.8% | -9.6% |
| 7D | -10.5% | +4.8% | -15.3% | -17.3% |
| 30D | -37.7% | +3.9% | -41.6% | -40.5% |
| 3M | -54.6% | -8.2% | -46.4% | -47.0% |
| 6M | -44.1% | +15.6% | -59.7% | -49.0% |
| All | -44.1% | +16.5% | -60.5% | -49.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling