-42.6%
NIO vs SPY
+199.3%
-241.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | +0.5% |
| 7D | -6.7% | +0.5% | -7.2% | -7.4% |
| 30D | -20.0% | -0.9% | -19.1% | -19.0% |
| 3M | -30.5% | +3.9% | -34.3% | -34.2% |
| 6M | -20.7% | +14.5% | -35.2% | -34.1% |
| YTD | -25.7% | +12.9% | -38.6% | -37.2% |
| 1Y | -38.6% | +19.4% | -57.9% | -51.6% |
| 3Y | -62.3% | +78.5% | -140.7% | -83.3% |
| 5Y | -90.1% | +81.8% | -171.8% | -95.4% |
| All | -42.6% | +199.3% | -241.9% | -82.1% |
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