-33.6%
NBIS vs XLP
+8.3%
-41.9%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.3% | +8.9% | +3.5% |
| 7D | -16.0% | +0.7% | -16.7% | -13.2% |
| 30D | -45.4% | +10.3% | -55.7% | -22.0% |
| 3M | -31.8% | +6.5% | -38.3% | -13.0% |
| 6M | -33.6% | +8.4% | -42.0% | -3.6% |
| All | -33.6% | +8.3% | -41.9% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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