+287.0%
SAN vs NIO
-36.7%
+323.6%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.6% |
| 7D | +1.8% | -13.0% | +14.8% | +3.1% |
| 30D | +2.0% | -18.3% | +20.3% | +3.9% |
| 3M | +19.7% | -33.2% | +52.9% | +24.3% |
| 6M | +30.6% | -21.5% | +52.1% | +33.0% |
| YTD | +28.8% | -25.5% | +54.3% | +31.8% |
| 1Y | +57.8% | -38.0% | +95.8% | +63.3% |
| 3Y | +338.1% | -65.5% | +403.6% | +360.6% |
| 5Y | +384.2% | -90.6% | +474.8% | +440.6% |
| All | +287.0% | -36.7% | +323.6% | +236.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling