+437.4%
SGI vs NIO
-36.7%
+474.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.7% |
| 7D | +8.5% | -13.0% | +21.6% | +10.3% |
| 30D | +0.7% | -18.3% | +19.0% | +3.0% |
| 3M | +0.6% | -33.2% | +33.8% | +5.3% |
| 6M | -17.9% | -21.5% | +3.5% | -16.4% |
| YTD | -21.2% | -25.5% | +4.3% | -19.3% |
| 1Y | -18.9% | -38.0% | +19.2% | -15.7% |
| 3Y | +52.6% | -65.5% | +118.1% | +62.3% |
| 5Y | +60.7% | -90.6% | +151.3% | +85.3% |
| All | +437.4% | -36.7% | +474.1% | +381.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling