+298.4%
SAN vs NIO
-93.2%
+391.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.9% | +5.6% | +1.3% |
| 7D | +4.0% | -14.5% | +18.5% | +6.2% |
| 30D | -7.8% | -15.0% | +7.1% | -5.8% |
| 3M | -16.4% | -35.6% | +19.2% | -11.5% |
| 6M | +3.5% | -55.7% | +59.2% | +14.9% |
| YTD | +6.7% | -43.1% | +49.8% | +13.9% |
| 1Y | +14.5% | -53.5% | +68.0% | +25.2% |
| 3Y | +243.5% | -59.8% | +303.4% | +261.9% |
| All | +298.4% | -93.2% | +391.6% | +376.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling