-44.0%
S vs NIO
-93.6%
+49.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.8% |
| 7D | +1.2% | -1.8% | +3.1% | +1.7% |
| 30D | -7.3% | -6.6% | -0.7% | -5.7% |
| 3M | +5.9% | -29.9% | +35.7% | +15.8% |
| 6M | +45.6% | -46.6% | +92.2% | +69.9% |
| YTD | +58.5% | -36.5% | +95.0% | +73.1% |
| 1Y | +37.6% | -51.1% | +88.7% | +61.0% |
| 3Y | +51.7% | -55.2% | +106.9% | +59.0% |
| 5Y | -67.5% | -92.3% | +24.8% | -44.0% |
| All | -44.0% | -93.6% | +49.5% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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