-42.4%
NIO vs SM
+33.5%
-75.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +1.0% | -1.2% |
| 7D | -13.0% | +0.1% | -13.1% | -13.1% |
| 30D | -18.3% | +26.3% | -44.6% | -21.3% |
| 3M | -33.2% | +8.7% | -41.9% | -34.5% |
| 6M | -21.5% | +51.7% | -73.2% | -27.8% |
| YTD | -25.5% | +99.0% | -124.5% | -34.8% |
| 1Y | -38.0% | +34.6% | -72.6% | -42.4% |
| 3Y | -65.5% | -7.8% | -57.7% | -66.7% |
| 5Y | -90.6% | +104.8% | -195.4% | -92.1% |
| All | -42.4% | +33.5% | -75.9% | -43.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling