-87.3%
NBP vs SPY
+152.8%
-240.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.9% | -6.8% | -6.7% |
| 7D | -11.7% | -0.8% | -10.9% | -11.1% |
| 30D | -15.0% | -1.1% | -13.9% | -14.1% |
| 3M | +8.2% | +3.9% | +4.3% | +4.5% |
| 6M | -50.6% | +13.6% | -64.2% | -55.8% |
| YTD | -60.1% | +12.7% | -72.7% | -64.0% |
| 1Y | -59.2% | +17.5% | -76.7% | -64.5% |
| 3Y | +3.9% | +76.9% | -73.0% | -37.4% |
| 5Y | -97.8% | +83.6% | -181.4% | -98.7% |
| All | -87.3% | +152.8% | -240.1% | -93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling