+135.9%
SHOP vs NIO
-60.1%
+196.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.9% | +5.1% | +0.9% |
| 7D | -1.2% | -14.5% | +13.2% | +1.0% |
| 30D | -14.7% | -15.0% | +0.2% | -12.7% |
| 3M | -7.2% | -35.6% | +28.3% | -1.6% |
| 6M | +54.2% | -55.7% | +109.8% | +71.2% |
| YTD | -8.6% | -43.1% | +34.5% | -2.7% |
| 1Y | +0.5% | -53.5% | +54.0% | +10.0% |
| 3Y | +135.9% | -59.8% | +195.8% | +157.2% |
| All | +135.9% | -60.1% | +196.1% | +157.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling