+119.9%
SAP vs NIO
-46.0%
+165.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.2% |
| 7D | -2.5% | -1.8% | -0.7% | -2.4% |
| 30D | +7.5% | -6.6% | +14.1% | +8.0% |
| 3M | +11.6% | -29.9% | +41.5% | +14.5% |
| 6M | +37.6% | -46.6% | +84.2% | +43.8% |
| YTD | -2.0% | -36.5% | +34.5% | +0.7% |
| 1Y | -6.4% | -51.1% | +44.8% | -2.0% |
| 3Y | +67.7% | -55.2% | +123.0% | +70.9% |
| 5Y | +75.7% | -92.3% | +168.1% | +95.2% |
| All | +119.9% | -46.0% | +165.9% | +107.6% |
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