-38.0%
NIO vs SM
+36.8%
-74.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.5% | -1.8% |
| 7D | -13.0% | -0.5% | -12.6% | -13.1% |
| 30D | -18.3% | +25.6% | -43.8% | -16.8% |
| 3M | -33.2% | +8.0% | -41.3% | -32.9% |
| 6M | -21.5% | +50.8% | -72.3% | -19.2% |
| YTD | -25.5% | +97.9% | -123.4% | -24.0% |
| 1Y | -38.0% | +33.8% | -71.8% | -34.9% |
| All | -38.0% | +36.8% | -74.8% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling