-64.2%
NIO vs SHAK
-3.6%
-60.6%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.5% | +4.1% | -1.7% |
| 7D | -4.1% | -7.2% | +3.1% | -3.4% |
| 30D | -23.2% | -11.8% | -11.4% | -22.2% |
| 3M | -29.9% | +17.2% | -47.1% | -31.4% |
| 6M | -25.1% | -34.1% | +9.0% | -22.3% |
| YTD | -27.5% | -22.4% | -5.1% | -26.3% |
| 1Y | -41.1% | -35.9% | -5.2% | -38.9% |
| All | -64.2% | -3.6% | -60.6% | -72.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling