+170.0%
SIMO vs NIO
-93.2%
+263.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.9% | -0.7% | -4.9% |
| 7D | +4.1% | -14.5% | +18.6% | +6.5% |
| 30D | -24.0% | -15.0% | -9.0% | -22.1% |
| 3M | -31.8% | -35.6% | +3.8% | -27.4% |
| 6M | -36.9% | -55.7% | +18.8% | -29.6% |
| YTD | +84.8% | -43.1% | +128.0% | +97.8% |
| 1Y | +99.0% | -53.5% | +152.5% | +118.4% |
| 3Y | +217.9% | -59.8% | +277.8% | +237.6% |
| All | +170.0% | -93.2% | +263.2% | +244.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling