+266.4%
SIMO vs NIO
-43.5%
+309.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.9% | -1.8% | +3.6% |
| 7D | -22.0% | +5.6% | -27.6% | -22.4% |
| 30D | -43.0% | -4.2% | -38.8% | -42.8% |
| 3M | -39.1% | -26.3% | -12.8% | -37.4% |
| 6M | -33.3% | -42.5% | +9.3% | -29.8% |
| YTD | +77.0% | -33.5% | +110.5% | +82.6% |
| 1Y | +73.0% | -52.7% | +125.7% | +84.0% |
| 3Y | +215.7% | -57.5% | +273.2% | +227.1% |
| 5Y | +155.6% | -92.0% | +247.6% | +186.8% |
| All | +266.4% | -43.5% | +309.9% | +268.7% |
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