-42.6%
NIO vs STLA
-42.5%
-0.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | +1.3% |
| 7D | -6.7% | +0.7% | -7.4% | -7.1% |
| 30D | -20.0% | -2.4% | -17.7% | -19.3% |
| 3M | -30.5% | -23.9% | -6.6% | -20.7% |
| 6M | -20.7% | -24.6% | +3.9% | -10.2% |
| YTD | -25.7% | -50.5% | +24.8% | +1.1% |
| 1Y | -38.6% | -39.8% | +1.3% | -26.9% |
| 3Y | -62.3% | -65.6% | +3.4% | -40.7% |
| 5Y | -90.1% | -62.1% | -28.0% | -85.6% |
| All | -42.6% | -42.5% | -0.1% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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