-57.8%
NIO vs SM
-3.8%
-53.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +5.2% | -11.0% | -6.5% |
| 7D | -4.7% | +10.6% | -15.3% | -5.9% |
| 30D | -14.3% | -15.0% | +0.6% | -12.9% |
| 3M | -32.8% | +1.7% | -34.5% | -33.7% |
| 6M | -49.8% | +5.9% | -55.7% | -51.2% |
| YTD | -40.2% | +79.0% | -119.2% | -49.5% |
| 1Y | -52.7% | +84.7% | -137.4% | -60.6% |
| All | -57.8% | -3.8% | -53.9% | -64.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling