+102.0%
SAP vs NIO
-36.7%
+138.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.8% |
| 7D | -2.9% | -13.0% | +10.1% | -1.9% |
| 30D | +9.0% | -18.3% | +27.3% | +10.7% |
| 3M | +14.9% | -33.2% | +48.2% | +18.4% |
| 6M | +11.9% | -21.5% | +33.4% | +13.4% |
| YTD | -9.9% | -25.5% | +15.6% | -8.5% |
| 1Y | -19.5% | -38.0% | +18.5% | -17.4% |
| 3Y | +61.8% | -65.5% | +127.3% | +68.2% |
| 5Y | +56.2% | -90.6% | +146.8% | +70.9% |
| All | +102.0% | -36.7% | +138.7% | +88.7% |
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