+59.5%
SGI vs NIO
-92.5%
+152.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.0% | +0.3% | -2.3% |
| 7D | +5.3% | -3.6% | +8.9% | +6.0% |
| 30D | +8.2% | -8.0% | +16.2% | +9.6% |
| 3M | -2.2% | -31.2% | +29.0% | +3.8% |
| 6M | -8.4% | -45.8% | +37.3% | +0.5% |
| YTD | -23.4% | -37.3% | +13.8% | -18.8% |
| 1Y | -14.0% | -56.1% | +42.1% | -3.2% |
| 3Y | +78.8% | -61.1% | +139.9% | +92.1% |
| All | +59.5% | -92.5% | +152.0% | +102.3% |
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