-52.7%
NIO vs SFM
-38.0%
-14.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -4.8% | +10.8% | +5.8% |
| 7D | +5.6% | -1.2% | +6.8% | +5.6% |
| 30D | -4.2% | -24.8% | +20.5% | -4.7% |
| 3M | -26.3% | -43.7% | +17.4% | -27.2% |
| 6M | -42.5% | -37.3% | -5.3% | -42.9% |
| YTD | -33.5% | -38.4% | +4.8% | -34.4% |
| 1Y | -52.7% | -36.9% | -15.7% | -53.4% |
| All | -52.7% | -38.0% | -14.7% | -53.4% |
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