-53.9%
NIO vs SM
+70.4%
-124.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -15.3% | +18.7% | +1.5% |
| 7D | -0.6% | -21.5% | +20.9% | -3.3% |
| 30D | -3.5% | -11.4% | +7.9% | -4.7% |
| 3M | -30.7% | +0.6% | -31.3% | -30.4% |
| 6M | -45.6% | +0.2% | -45.9% | -45.2% |
| YTD | -35.3% | +69.7% | -105.0% | -30.8% |
| 1Y | -53.9% | +71.6% | -125.5% | -50.8% |
| All | -53.9% | +70.4% | -124.3% | -50.8% |
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