+287.2%
SIMO vs NIO
-43.2%
+330.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.6% | +5.1% | +5.6% |
| 7D | -8.5% | +6.9% | -15.4% | -9.0% |
| 30D | -34.8% | -4.7% | -30.1% | -34.5% |
| 3M | -32.8% | -28.1% | -4.8% | -30.7% |
| 6M | -32.0% | -41.7% | +9.7% | -28.6% |
| YTD | +87.0% | -33.1% | +120.2% | +92.9% |
| 1Y | +86.1% | -50.3% | +136.4% | +97.0% |
| 3Y | +226.4% | -54.4% | +280.8% | +236.2% |
| 5Y | +172.1% | -91.6% | +263.7% | +204.5% |
| All | +287.2% | -43.2% | +330.4% | +289.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling