-59.8%
NIO vs SHAK
+36.4%
-96.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.2% | -8.1% | -5.2% |
| 7D | -14.5% | +4.3% | -18.8% | -14.8% |
| 30D | -15.0% | +9.0% | -24.0% | -15.6% |
| 3M | -35.6% | +1.8% | -37.4% | -35.8% |
| 6M | -55.7% | +17.3% | -73.0% | -56.4% |
| YTD | -43.1% | -7.6% | -35.5% | -43.3% |
| 1Y | -53.5% | -16.9% | -36.6% | -53.3% |
| 3Y | -59.8% | +35.1% | -94.9% | -70.6% |
| All | -59.8% | +36.4% | -96.2% | -70.6% |
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 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