-38.4%
NIO vs SM
+41.6%
-80.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +1.0% | -1.7% |
| 7D | -13.0% | +0.1% | -13.1% | -13.0% |
| 30D | -18.3% | +26.3% | -44.6% | -16.7% |
| 3M | -33.2% | +8.7% | -41.9% | -32.9% |
| 6M | -21.5% | +51.7% | -73.2% | -18.9% |
| YTD | -25.5% | +99.0% | -124.5% | -23.4% |
| All | -38.4% | +41.6% | -80.0% | -35.4% |
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