-43.9%
NIO vs SNY
+38.7%
-82.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.1% |
| 7D | -4.1% | -3.6% | -0.5% | -2.8% |
| 30D | -23.2% | -1.4% | -21.8% | -22.8% |
| 3M | -29.9% | -4.2% | -25.7% | -29.0% |
| 6M | -25.1% | +2.0% | -27.1% | -26.2% |
| YTD | -27.5% | -6.7% | -20.8% | -26.1% |
| 1Y | -41.1% | -4.7% | -36.4% | -40.8% |
| 3Y | -63.1% | -8.1% | -55.0% | -63.0% |
| 5Y | -90.4% | +8.2% | -98.6% | -91.3% |
| All | -43.9% | +38.7% | -82.6% | -66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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