+70.8%
SAP vs NIO
-92.1%
+162.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.9% | -10.1% | -4.7% |
| 7D | -0.7% | +5.6% | -6.3% | -1.2% |
| 30D | +11.1% | -4.2% | +15.3% | +11.4% |
| 3M | +17.0% | -26.3% | +43.3% | +20.3% |
| 6M | +34.8% | -42.5% | +77.4% | +41.5% |
| YTD | -2.2% | -33.5% | +31.3% | +0.6% |
| 1Y | -6.4% | -52.7% | +46.2% | -0.5% |
| 3Y | +75.1% | -57.5% | +132.6% | +81.1% |
| All | +70.8% | -92.1% | +162.8% | +95.2% |
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