+74.6%
SAP vs NIO
-92.0%
+166.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.8% | +2.3% | -1.2% |
| 7D | +1.5% | +2.8% | -1.3% | +1.2% |
| 30D | +8.8% | -8.4% | +17.2% | +9.7% |
| 3M | +12.1% | -32.0% | +44.0% | +16.1% |
| 6M | +34.6% | -43.9% | +78.5% | +41.6% |
| YTD | -2.1% | -35.7% | +33.6% | +1.1% |
| 1Y | -5.5% | -51.1% | +45.6% | +0.1% |
| 3Y | +67.4% | -54.7% | +122.1% | +71.5% |
| 5Y | +74.6% | -91.7% | +166.3% | +100.4% |
| All | +74.6% | -92.0% | +166.5% | +100.4% |
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