+227.5%
SAN vs NIO
-46.0%
+273.5%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.5% |
| 7D | +3.4% | -1.8% | +5.2% | +3.5% |
| 30D | -6.3% | -6.6% | +0.4% | -5.7% |
| 3M | -14.1% | -29.9% | +15.8% | -11.2% |
| 6M | +4.2% | -46.6% | +50.8% | +10.2% |
| YTD | +9.0% | -36.5% | +45.5% | +13.1% |
| 1Y | +18.8% | -51.1% | +69.9% | +26.1% |
| 3Y | +252.0% | -55.2% | +307.3% | +262.1% |
| 5Y | +299.5% | -92.3% | +391.8% | +354.5% |
| All | +227.5% | -46.0% | +273.5% | +189.2% |
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