+281.6%
SIMO vs NIO
-45.3%
+327.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.8% | +2.1% | -1.4% |
| 7D | -16.0% | +2.8% | -18.8% | -16.2% |
| 30D | -35.8% | -8.4% | -27.4% | -35.2% |
| 3M | -26.5% | -32.0% | +5.5% | -23.7% |
| 6M | -33.0% | -43.9% | +10.9% | -29.4% |
| YTD | +84.3% | -35.7% | +120.0% | +90.9% |
| 1Y | +82.0% | -51.1% | +133.1% | +93.0% |
| 3Y | +218.5% | -54.7% | +273.2% | +228.5% |
| 5Y | +175.0% | -91.7% | +266.7% | +208.3% |
| All | +281.6% | -45.3% | +327.0% | +285.3% |
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