+226.9%
SAN vs NIO
-43.2%
+270.1%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.6% | +5.5% | +6.1% |
| 7D | +8.7% | +6.9% | +1.8% | +8.0% |
| 30D | -6.5% | -4.7% | -1.7% | -6.1% |
| 3M | -14.2% | -28.1% | +13.9% | -11.5% |
| 6M | +2.7% | -41.7% | +44.4% | +7.8% |
| YTD | +8.9% | -33.1% | +42.0% | +12.4% |
| 1Y | +23.4% | -50.3% | +73.7% | +30.8% |
| 3Y | +257.9% | -54.4% | +312.3% | +267.4% |
| 5Y | +297.8% | -91.6% | +389.4% | +349.1% |
| All | +226.9% | -43.2% | +270.1% | +187.4% |
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