-92.9%
NIO vs SFM
+116.0%
-208.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.3% | -6.3% | -5.0% |
| 7D | -14.5% | +6.0% | -20.5% | -14.9% |
| 30D | -15.0% | -19.5% | +4.5% | -13.7% |
| 3M | -35.6% | -37.0% | +1.5% | -33.3% |
| 6M | -55.7% | -41.0% | -14.6% | -53.9% |
| YTD | -43.1% | -34.6% | -8.5% | -41.7% |
| 1Y | -53.5% | -36.3% | -17.3% | -52.2% |
| 3Y | -59.8% | +24.5% | -84.4% | -65.3% |
| All | -92.9% | +116.0% | -208.8% | -94.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling