-11.6%
NNBR vs SPY
+2,783.3%
-2,794.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.1% |
| 7D | +8.2% | -0.4% | +8.6% | +8.6% |
| 30D | +1.4% | -1.4% | +2.8% | +2.8% |
| 3M | +29.1% | +3.7% | +25.4% | +24.9% |
| 6M | +187.5% | +13.0% | +174.5% | +155.9% |
| YTD | +187.5% | +12.4% | +175.1% | +157.6% |
| 1Y | +54.0% | +18.5% | +35.4% | +30.5% |
| 3Y | +84.9% | +77.6% | +7.3% | +5.4% |
| 5Y | -27.7% | +81.7% | -109.4% | -59.6% |
| 10Y | -78.8% | +319.7% | -398.5% | -94.4% |
| All | -11.6% | +2,783.3% | -2,794.9% | -91.4% |
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