+501.9%
NBIS vs SW
+6.7%
+495.1%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.9% | -1.5% | -13.4% | -14.5% |
| 7D | -30.0% | +4.7% | -34.7% | -31.0% |
| 30D | -51.8% | +5.0% | -56.8% | -52.6% |
| 3M | -45.0% | -7.3% | -37.7% | -43.9% |
| 6M | -31.6% | +15.0% | -46.6% | -36.5% |
| YTD | +43.8% | +18.5% | +25.3% | +27.9% |
| 1Y | +2.9% | +27.1% | -24.3% | -12.0% |
| All | +501.9% | +6.7% | +495.1% | +563.9% |
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