+10.2%
SHW vs NIO
-93.2%
+103.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.9% | +4.7% | +0.1% |
| 7D | +1.9% | -14.5% | +16.4% | +3.0% |
| 30D | +8.1% | -15.0% | +23.0% | +9.2% |
| 3M | -2.8% | -35.6% | +32.8% | 0.0% |
| 6M | +15.0% | -55.7% | +70.7% | +21.0% |
| YTD | +9.0% | -43.1% | +52.1% | +12.3% |
| 1Y | +4.5% | -53.5% | +58.0% | +9.0% |
| 3Y | +41.9% | -59.8% | +101.7% | +44.8% |
| All | +10.2% | -93.2% | +103.4% | +16.0% |
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