-92.2%
NIO vs SBAC
-40.3%
-51.8%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.9% | +7.8% | +6.7% |
| 7D | +5.6% | +1.2% | +4.4% | +5.0% |
| 30D | -4.2% | +11.2% | -15.4% | -8.5% |
| 3M | -26.3% | +4.5% | -30.8% | -27.9% |
| 6M | -42.5% | -12.2% | -30.4% | -40.1% |
| YTD | -33.5% | -0.1% | -33.4% | -35.2% |
| 1Y | -52.7% | -0.3% | -52.4% | -53.8% |
| 3Y | -57.5% | -8.7% | -48.7% | -57.9% |
| All | -92.2% | -40.3% | -51.8% | -90.5% |
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