-48.3%
NIO vs SM
+6.6%
-54.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +1.0% |
| 7D | +6.9% | -22.3% | +29.2% | +10.7% |
| 30D | -4.7% | -21.4% | +16.6% | -1.7% |
| 3M | -28.1% | +1.4% | -29.4% | -28.9% |
| 6M | -41.7% | +0.1% | -41.8% | -42.7% |
| YTD | -33.1% | +59.0% | -92.1% | -39.8% |
| 1Y | -50.3% | +64.3% | -114.6% | -55.7% |
| 3Y | -54.4% | -13.1% | -41.2% | -55.8% |
| 5Y | -91.6% | -13.9% | -77.7% | -92.1% |
| All | -48.3% | +6.6% | -54.9% | -47.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling