-92.2%
NIO vs SPY
+67.4%
-159.5%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.3% | +5.6% | +5.4% |
| 7D | +5.6% | -2.7% | +8.3% | +10.1% |
| 30D | -4.2% | -5.4% | +1.2% | +4.5% |
| 3M | -26.3% | -4.1% | -22.2% | -21.3% |
| 6M | -42.5% | +0.7% | -43.2% | -43.5% |
| YTD | -33.5% | +8.7% | -42.2% | -42.4% |
| 1Y | -52.7% | +10.9% | -63.5% | -60.3% |
| 3Y | -57.5% | +75.0% | -132.5% | -85.4% |
| All | -92.2% | +67.4% | -159.5% | -96.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling