-53.8%
NIO vs SBAC
+29.7%
-83.5%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.8% | -4.0% | -5.2% |
| 7D | -4.7% | -3.4% | -1.3% | -3.5% |
| 30D | -14.3% | +2.6% | -16.9% | -15.3% |
| 3M | -32.8% | +2.6% | -35.4% | -33.6% |
| 6M | -49.8% | -11.5% | -38.3% | -48.1% |
| YTD | -40.2% | -1.6% | -38.6% | -41.2% |
| 1Y | -52.7% | -5.1% | -47.6% | -52.8% |
| 3Y | -57.9% | -9.3% | -48.5% | -58.1% |
| 5Y | -92.9% | -41.0% | -51.9% | -91.7% |
| All | -53.8% | +29.7% | -83.5% | -69.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling