-30.8%
SGI vs NIO
-51.4%
+20.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +5.9% | -11.4% | -5.8% |
| 7D | +1.0% | +5.6% | -4.6% | +0.6% |
| 30D | +3.9% | -4.2% | +8.1% | +4.1% |
| 3M | -0.8% | -26.3% | +25.5% | +0.5% |
| 6M | -18.0% | -42.5% | +24.6% | -15.6% |
| YTD | -27.6% | -33.5% | +5.9% | -26.4% |
| All | -30.8% | -51.4% | +20.6% | -27.9% |
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 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