-56.1%
NIO vs SHAK
+27.1%
-83.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.2% | -8.1% | -5.8% |
| 7D | -14.5% | +4.3% | -18.8% | -15.5% |
| 30D | -15.0% | +9.0% | -24.0% | -17.1% |
| 3M | -35.6% | +1.8% | -37.4% | -36.2% |
| 6M | -55.7% | +17.3% | -73.0% | -58.3% |
| YTD | -43.1% | -7.6% | -35.5% | -44.5% |
| 1Y | -53.5% | -16.9% | -36.6% | -53.3% |
| 3Y | -59.8% | +35.1% | -94.9% | -69.8% |
| 5Y | -93.2% | -11.3% | -81.9% | -94.4% |
| All | -56.1% | +27.1% | -83.2% | -72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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