-38.0%
NIO vs SFM
-41.4%
+3.4%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.9% | -4.4% | -1.5% |
| 7D | -13.0% | -0.1% | -13.0% | -13.0% |
| 30D | -18.3% | -4.4% | -13.9% | -18.3% |
| 3M | -33.2% | +1.5% | -34.7% | -33.2% |
| 6M | -21.5% | +6.5% | -28.0% | -21.4% |
| YTD | -25.5% | +2.2% | -27.7% | -25.5% |
| 1Y | -38.0% | -41.9% | +3.9% | -43.2% |
| All | -38.0% | -41.4% | +3.4% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling