+607.6%
NBIS vs SW
+8.4%
+599.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +4.1% | -10.8% | -7.8% |
| 7D | -22.4% | +12.1% | -34.4% | -25.1% |
| 30D | -39.1% | +6.6% | -45.7% | -40.5% |
| 3M | -37.3% | -6.0% | -31.3% | -36.3% |
| 6M | -19.8% | +21.5% | -41.3% | -27.1% |
| YTD | +69.1% | +20.3% | +48.7% | +49.6% |
| 1Y | +28.0% | +28.1% | -0.1% | +9.4% |
| All | +607.6% | +8.4% | +599.2% | +676.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling