+74.3%
NEBX vs SPY
+18.1%
+56.2%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.3% | -9.5% |
| 7D | -3.1% | -0.8% | -2.3% | +1.8% |
| 30D | -30.0% | -1.1% | -28.9% | -24.6% |
| 3M | -37.3% | +3.9% | -41.2% | -46.5% |
| 6M | +85.2% | +13.6% | +71.6% | -4.4% |
| YTD | +166.2% | +12.7% | +153.5% | +59.5% |
| 1Y | +74.3% | +17.5% | +56.8% | -6.0% |
| All | +74.3% | +18.1% | +56.2% | -6.0% |
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