-42.4%
NIO vs SHAK
+17.6%
-60.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -13.0% | -0.7% | -12.3% | -12.9% |
| 30D | -18.3% | -6.6% | -11.6% | -16.8% |
| 3M | -33.2% | +30.1% | -63.3% | -38.6% |
| 6M | -21.5% | -28.7% | +7.3% | -16.3% |
| YTD | -25.5% | -14.5% | -11.0% | -25.3% |
| 1Y | -38.0% | -31.9% | -6.1% | -33.9% |
| 3Y | -65.5% | -1.0% | -64.5% | -70.9% |
| 5Y | -90.6% | -18.7% | -71.9% | -92.0% |
| All | -42.4% | +17.6% | -60.1% | -62.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling