-90.6%
NIO vs SM
+107.8%
-198.5%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +1.0% | -1.0% |
| 7D | -13.0% | +0.1% | -13.1% | -13.1% |
| 30D | -18.3% | +26.3% | -44.6% | -22.4% |
| 3M | -33.2% | +8.7% | -41.9% | -34.9% |
| 6M | -21.5% | +51.7% | -73.2% | -30.5% |
| YTD | -25.5% | +99.0% | -124.5% | -38.9% |
| 1Y | -38.0% | +34.6% | -72.6% | -44.1% |
| 3Y | -65.5% | -7.8% | -57.7% | -67.1% |
| All | -90.6% | +107.8% | -198.5% | -93.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling