+74.0%
NEBX vs SPY
+18.8%
+55.3%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.8% | +0.1% |
| 7D | +35.9% | -0.4% | +36.2% | +38.1% |
| 30D | +48.7% | -1.4% | +50.1% | +64.7% |
| 3M | -26.2% | +3.7% | -29.9% | -35.7% |
| 6M | +192.5% | +13.0% | +179.5% | +58.4% |
| YTD | +207.1% | +12.4% | +194.7% | +89.3% |
| 1Y | +74.0% | +18.5% | +55.5% | -3.4% |
| All | +74.0% | +18.8% | +55.3% | -3.4% |
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