-56.0%
NEBX vs SPY
+14.6%
-70.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +1.7% | -15.2% | -26.1% |
| 7D | -42.6% | -0.7% | -41.9% | -39.0% |
| 30D | -67.5% | -1.0% | -66.4% | -62.3% |
| 3M | -71.6% | -0.3% | -71.2% | -68.5% |
| 6M | -70.4% | +7.3% | -77.7% | -77.1% |
| YTD | -9.5% | +13.3% | -22.8% | -46.3% |
| 1Y | -56.0% | +14.8% | -70.8% | -74.9% |
| All | -56.0% | +14.6% | -70.7% | -74.9% |
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