-12.1%
SGI vs NIO
-54.1%
+42.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.4% | +3.4% | +6.6% |
| 7D | +12.1% | -0.6% | +12.7% | +12.1% |
| 30D | +12.1% | -3.5% | +15.6% | +12.2% |
| 3M | +0.4% | -30.7% | +31.1% | +1.5% |
| 6M | -4.0% | -45.6% | +41.6% | -1.7% |
| YTD | -21.2% | -35.3% | +14.0% | -20.0% |
| 1Y | -12.1% | -53.9% | +41.8% | -7.8% |
| All | -12.1% | -54.1% | +42.0% | -7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling