-85.6%
NBP vs SPY
+154.7%
-240.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.4% |
| 7D | -2.2% | +0.1% | -2.3% | -2.2% |
| 30D | +9.8% | +0.1% | +9.7% | +9.8% |
| 3M | 0.0% | +2.0% | -2.0% | -1.7% |
| 6M | -42.1% | +13.0% | -55.1% | -48.0% |
| YTD | -54.8% | +13.5% | -68.3% | -59.5% |
| 1Y | -58.6% | +20.0% | -78.6% | -64.7% |
| 3Y | -7.2% | +77.2% | -84.4% | -44.2% |
| 5Y | -97.5% | +81.9% | -179.4% | -98.5% |
| All | -85.6% | +154.7% | -240.3% | -93.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling