+288.4%
SIMO vs NIO
-43.2%
+331.6%
-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 | -8.2% | +6.9% | -15.1% | -8.7% |
| 30D | -34.6% | -4.7% | -29.9% | -34.3% |
| 3M | -32.6% | -28.1% | -4.6% | -30.5% |
| 6M | -31.8% | -41.7% | +9.9% | -28.4% |
| YTD | +87.6% | -33.1% | +120.8% | +93.5% |
| 1Y | +86.7% | -50.3% | +137.0% | +97.6% |
| 3Y | +227.4% | -54.4% | +281.8% | +237.3% |
| 5Y | +173.0% | -91.6% | +264.6% | +205.4% |
| All | +288.4% | -43.2% | +331.6% | +290.7% |
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