+21.9%
NBIS vs SW
+26.8%
-4.9%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.4% | -5.7% | -5.3% |
| 7D | -11.6% | +2.2% | -13.8% | -11.7% |
| 30D | -39.4% | +7.4% | -46.8% | -39.6% |
| 3M | -27.2% | -5.9% | -21.3% | -26.7% |
| 6M | -24.3% | +9.0% | -33.3% | -25.6% |
| YTD | +60.1% | +18.1% | +42.0% | +48.5% |
| 1Y | +21.9% | +28.7% | -6.8% | +7.3% |
| All | +21.9% | +26.8% | -4.9% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 1y: compounded portfolio wealth divided by compounded SW 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…
1y analysis · Full analysis span regression · 6 months rolling