-90.6%
NIO vs SFM
+230.0%
-320.6%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.9% | -4.4% | -1.8% |
| 7D | -13.0% | -0.1% | -13.0% | -13.0% |
| 30D | -18.3% | -4.4% | -13.9% | -18.0% |
| 3M | -33.2% | +1.5% | -34.7% | -33.5% |
| 6M | -21.5% | +6.5% | -28.0% | -22.4% |
| YTD | -25.5% | +2.2% | -27.7% | -26.1% |
| 1Y | -38.0% | -41.9% | +3.9% | -34.8% |
| 3Y | -65.5% | +106.8% | -172.2% | -71.2% |
| All | -90.6% | +230.0% | -320.6% | -92.5% |
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