-50.9%
NIO vs SM
+14.1%
-65.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.6% | -6.8% | -2.1% |
| 7D | -1.8% | +0.3% | -2.1% | -1.9% |
| 30D | -6.6% | -17.3% | +10.7% | -4.4% |
| 3M | -29.9% | -3.6% | -26.3% | -30.1% |
| 6M | -46.6% | +2.9% | -49.5% | -47.8% |
| YTD | -36.5% | +70.2% | -106.7% | -43.5% |
| 1Y | -51.1% | +66.5% | -117.6% | -56.5% |
| 3Y | -55.2% | -8.2% | -47.0% | -57.0% |
| 5Y | -92.3% | -1.5% | -90.9% | -92.9% |
| All | -50.9% | +14.1% | -65.0% | -50.7% |
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