-97.7%
NBP vs SPY
+79.8%
-177.4%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | +0.2% |
| 7D | -6.1% | -2.0% | -4.1% | -3.6% |
| 30D | -8.2% | -1.7% | -6.5% | -5.9% |
| 3M | +10.5% | +4.7% | +5.7% | +3.8% |
| 6M | -47.8% | +12.5% | -60.3% | -55.1% |
| YTD | -57.5% | +11.7% | -69.3% | -63.2% |
| 1Y | -59.6% | +17.5% | -77.1% | -67.1% |
| 3Y | +4.3% | +76.6% | -72.2% | -54.0% |
| 5Y | -97.7% | +82.0% | -179.7% | -98.9% |
| All | -97.7% | +79.8% | -177.4% | -98.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling