-90.6%
NIO vs STLA
-62.4%
-28.3%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.8% | -2.2% |
| 7D | -13.0% | +2.6% | -15.6% | -14.2% |
| 30D | -18.3% | -1.2% | -17.0% | -18.0% |
| 3M | -33.2% | -24.8% | -8.5% | -23.4% |
| 6M | -21.5% | -25.6% | +4.1% | -10.6% |
| YTD | -25.5% | -48.9% | +23.5% | 0.0% |
| 1Y | -38.0% | -38.8% | +0.8% | -27.6% |
| 3Y | -65.5% | -64.5% | -0.9% | -45.7% |
| All | -90.6% | -62.4% | -28.3% | -87.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling