-79.6%
NBP vs SPY
+12.1%
-91.7%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.9% |
| 7D | -6.6% | +2.6% | -9.2% | -10.0% |
| 30D | -33.6% | -2.0% | -31.6% | -31.5% |
| 3M | -55.3% | -2.8% | -52.5% | -53.3% |
| 6M | -58.5% | +2.1% | -60.7% | -59.6% |
| YTD | -78.6% | +11.5% | -90.1% | -82.3% |
| 1Y | -79.6% | +13.5% | -93.1% | -82.9% |
| All | -79.6% | +12.1% | -91.7% | -82.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling