+476.7%
SIMO vs NIO
-36.7%
+513.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.6% | +10.3% | +8.8% |
| 7D | +4.2% | -13.0% | +17.3% | +5.6% |
| 30D | +4.1% | -18.3% | +22.4% | +6.0% |
| 3M | -12.9% | -33.2% | +20.3% | -9.6% |
| 6M | +110.3% | -21.5% | +131.8% | +113.8% |
| YTD | +178.6% | -25.5% | +204.1% | +184.1% |
| 1Y | +220.0% | -38.0% | +258.0% | +231.1% |
| 3Y | +409.0% | -65.5% | +474.5% | +433.4% |
| 5Y | +277.3% | -90.6% | +367.9% | +316.7% |
| All | +476.7% | -36.7% | +513.4% | +473.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling