-90.6%
NIO vs SBAC
-43.7%
-47.0%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.1% |
| 7D | -13.0% | -0.8% | -12.3% | -12.8% |
| 30D | -18.3% | +6.9% | -25.2% | -20.5% |
| 3M | -33.2% | -8.2% | -25.0% | -31.3% |
| 6M | -21.5% | -1.6% | -19.8% | -22.3% |
| YTD | -25.5% | -0.1% | -25.4% | -27.1% |
| 1Y | -38.0% | -0.5% | -37.6% | -39.5% |
| 3Y | -65.5% | -9.1% | -56.4% | -65.6% |
| All | -90.6% | -43.7% | -47.0% | -89.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling