-48.3%
NIO vs SFM
+74.2%
-122.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.5% |
| 7D | +6.9% | -10.2% | +17.1% | +7.8% |
| 30D | -4.7% | -23.9% | +19.1% | -2.9% |
| 3M | -28.1% | -42.3% | +14.2% | -24.9% |
| 6M | -41.7% | -40.1% | -1.6% | -39.5% |
| YTD | -33.1% | -37.8% | +4.6% | -31.1% |
| 1Y | -50.3% | -37.1% | -13.2% | -48.9% |
| 3Y | -54.4% | +21.5% | -75.9% | -58.2% |
| 5Y | -91.6% | +103.8% | -195.4% | -92.8% |
| All | -48.3% | +74.2% | -122.5% | -62.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling