-48.3%
NIO vs SPY
+194.8%
-243.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | -2.6% |
| 7D | +6.9% | +0.1% | +6.8% | +6.6% |
| 30D | -4.7% | -3.3% | -1.4% | -0.4% |
| 3M | -28.1% | -2.4% | -25.6% | -25.7% |
| 6M | -41.7% | +2.6% | -44.3% | -43.9% |
| YTD | -33.1% | +11.2% | -44.4% | -42.3% |
| 1Y | -50.3% | +13.4% | -63.7% | -58.2% |
| 3Y | -54.4% | +79.9% | -134.2% | -80.2% |
| 5Y | -91.6% | +72.2% | -163.8% | -95.9% |
| All | -48.3% | +194.8% | -243.2% | -83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling