-48.3%
NIO vs SBAC
+32.3%
-80.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.4% |
| 7D | +6.9% | +3.0% | +3.9% | +5.7% |
| 30D | -4.7% | +4.3% | -9.1% | -6.4% |
| 3M | -28.1% | +4.1% | -32.2% | -29.4% |
| 6M | -41.7% | -11.6% | -30.1% | -39.7% |
| YTD | -33.1% | +0.4% | -33.5% | -34.8% |
| 1Y | -50.3% | -1.1% | -49.2% | -51.2% |
| 3Y | -54.4% | -7.3% | -47.1% | -55.0% |
| 5Y | -91.6% | -40.8% | -50.8% | -90.3% |
| All | -48.3% | +32.3% | -80.7% | -66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling