-93.2%
NBP vs SPY
+150.1%
-243.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.7% |
| 7D | -6.6% | +2.6% | -9.2% | -8.8% |
| 30D | -33.6% | -2.0% | -31.6% | -32.2% |
| 3M | -55.3% | -2.8% | -52.5% | -53.9% |
| 6M | -58.5% | +2.1% | -60.7% | -59.2% |
| YTD | -78.6% | +11.5% | -90.1% | -80.5% |
| 1Y | -79.6% | +13.5% | -93.1% | -81.7% |
| 3Y | -48.2% | +77.7% | -125.9% | -69.0% |
| 5Y | -98.6% | +72.6% | -171.2% | -99.1% |
| All | -93.2% | +150.1% | -243.3% | -96.7% |
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