-45.8%
NIO vs SHAK
+4.6%
-50.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.2% | -2.7% |
| 7D | -7.3% | -11.0% | +3.7% | -4.3% |
| 30D | -22.5% | -14.0% | -8.5% | -19.3% |
| 3M | -30.9% | +13.3% | -44.1% | -34.0% |
| 6M | -37.2% | -35.3% | -1.9% | -31.3% |
| YTD | -29.8% | -24.0% | -5.8% | -27.3% |
| 1Y | -37.4% | -36.7% | -0.7% | -32.0% |
| 3Y | -64.3% | -5.4% | -59.0% | -69.7% |
| 5Y | -90.6% | -24.9% | -65.7% | -91.8% |
| All | -45.8% | +4.6% | -50.4% | -63.6% |
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