+28.5%
NBXG vs SPY
+95.9%
-67.4%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | +0.1% | -0.1% |
| 7D | -0.1% | -0.8% | +0.6% | +0.8% |
| 30D | -0.3% | -1.1% | +0.7% | +1.0% |
| 3M | -0.9% | +3.9% | -4.7% | -5.1% |
| 6M | +21.7% | +13.6% | +8.1% | +4.7% |
| YTD | +14.0% | +12.7% | +1.3% | -0.9% |
| 1Y | +12.3% | +17.5% | -5.3% | -7.3% |
| 3Y | +89.8% | +76.9% | +12.9% | -6.8% |
| 5Y | +27.7% | +83.6% | -55.9% | -37.9% |
| All | +28.5% | +95.9% | -67.4% | -38.5% |
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