+606.7%
SCCO vs NIO
-40.3%
+647.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -3.2% | -4.0% | -6.8% |
| 7D | -2.7% | -7.3% | +4.6% | -1.7% |
| 30D | -0.2% | -22.5% | +22.3% | +3.3% |
| 3M | +17.8% | -30.9% | +48.6% | +23.5% |
| 6M | +2.3% | -37.2% | +39.4% | +8.3% |
| YTD | +41.6% | -29.8% | +71.4% | +47.4% |
| 1Y | +101.9% | -37.4% | +139.3% | +112.6% |
| 3Y | +186.2% | -64.3% | +250.5% | +207.6% |
| 5Y | +309.7% | -90.6% | +400.2% | +376.0% |
| All | +606.7% | -40.3% | +647.1% | +559.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling