-90.4%
NIO vs SHAK
-25.9%
-64.5%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.5% | +4.1% | -0.2% |
| 7D | -4.1% | -7.2% | +3.1% | -1.8% |
| 30D | -23.2% | -11.8% | -11.4% | -20.1% |
| 3M | -29.9% | +17.2% | -47.1% | -34.6% |
| 6M | -25.1% | -34.1% | +9.0% | -17.0% |
| YTD | -27.5% | -22.4% | -5.1% | -25.2% |
| 1Y | -41.1% | -35.9% | -5.2% | -35.1% |
| 3Y | -63.1% | -3.4% | -59.8% | -73.7% |
| 5Y | -90.4% | -25.4% | -65.0% | -93.1% |
| All | -90.4% | -25.9% | -64.5% | -93.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling