-48.6%
NIO vs STLA
-52.7%
+4.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.2% | +6.2% | +6.1% |
| 7D | +5.6% | -4.5% | +10.1% | +8.0% |
| 30D | -4.2% | -3.9% | -0.3% | -2.9% |
| 3M | -26.3% | -20.2% | -6.1% | -18.5% |
| 6M | -42.5% | -42.2% | -0.4% | -25.6% |
| YTD | -33.5% | -59.3% | +25.8% | -1.2% |
| 1Y | -52.7% | -56.1% | +3.4% | -33.4% |
| 3Y | -57.5% | -73.7% | +16.2% | -23.4% |
| 5Y | -92.0% | -70.3% | -21.7% | -86.9% |
| All | -48.6% | -52.7% | +4.1% | -42.9% |
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