+79.4%
NNBR vs SPY
+14.6%
+64.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.2% | +1.7% | -14.8% | -16.1% |
| 7D | -15.0% | -0.7% | -14.3% | -14.1% |
| 30D | -23.8% | -1.0% | -22.8% | -22.3% |
| 3M | -16.1% | -0.3% | -15.8% | -15.8% |
| 6M | +31.8% | +7.3% | +24.5% | +18.9% |
| YTD | +152.3% | +13.3% | +139.0% | +113.2% |
| 1Y | +79.4% | +14.8% | +64.7% | +49.4% |
| All | +79.4% | +14.6% | +64.8% | +49.4% |
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 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