-42.4%
NIO vs SPY
+200.9%
-243.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.0% |
| 7D | -13.0% | +0.1% | -13.2% | -13.2% |
| 30D | -18.3% | +0.1% | -18.3% | -18.3% |
| 3M | -33.2% | +2.0% | -35.2% | -35.1% |
| 6M | -21.5% | +13.0% | -34.5% | -33.6% |
| YTD | -25.5% | +13.5% | -39.0% | -37.5% |
| 1Y | -38.0% | +20.0% | -58.0% | -51.5% |
| 3Y | -65.5% | +77.2% | -142.6% | -84.6% |
| 5Y | -90.6% | +81.9% | -172.5% | -95.7% |
| All | -42.4% | +200.9% | -243.4% | -82.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling