+305.3%
SIMO vs NIO
-49.2%
+354.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.9% | +3.6% | -1.7% |
| 7D | +14.9% | -4.7% | +19.6% | +15.4% |
| 30D | -27.0% | -14.3% | -12.7% | -25.9% |
| 3M | -25.4% | -32.8% | +7.4% | -22.5% |
| 6M | -30.3% | -49.8% | +19.6% | -25.7% |
| YTD | +95.8% | -40.2% | +136.0% | +104.1% |
| 1Y | +100.0% | -52.7% | +152.7% | +112.8% |
| 3Y | +238.3% | -57.9% | +296.1% | +251.3% |
| 5Y | +187.6% | -92.9% | +280.4% | +226.2% |
| All | +305.3% | -49.2% | +354.5% | +312.1% |
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