-57.5%
NIO vs SM
-20.0%
-37.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.0% | +5.0% | +5.8% |
| 7D | +5.6% | -25.9% | +31.5% | +9.4% |
| 30D | -4.2% | -15.1% | +10.9% | -2.8% |
| 3M | -26.3% | +4.9% | -31.2% | -27.8% |
| 6M | -42.5% | +6.1% | -48.7% | -44.4% |
| YTD | -33.5% | +63.4% | -97.0% | -43.1% |
| 1Y | -52.7% | +72.5% | -125.1% | -60.3% |
| 3Y | -57.5% | -16.9% | -40.6% | -62.5% |
| All | -57.5% | -20.0% | -37.4% | -62.5% |
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 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