+381.6%
SAN vs NIO
-90.7%
+472.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.6% |
| 7D | +1.8% | -13.0% | +14.8% | +3.7% |
| 30D | +2.0% | -18.3% | +20.3% | +4.7% |
| 3M | +19.7% | -33.2% | +52.9% | +26.2% |
| 6M | +30.6% | -21.5% | +52.1% | +34.0% |
| YTD | +28.8% | -25.5% | +54.3% | +32.9% |
| 1Y | +57.8% | -38.0% | +95.8% | +65.5% |
| 3Y | +338.1% | -65.5% | +403.6% | +374.8% |
| All | +381.6% | -90.7% | +472.3% | +509.2% |
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 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