+259.5%
SLV vs NIO
-43.2%
+302.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.1% | +2.7% |
| 7D | +5.6% | +6.9% | -1.3% | +5.3% |
| 30D | -12.1% | -4.7% | -7.4% | -11.9% |
| 3M | -16.3% | -28.1% | +11.8% | -15.0% |
| 6M | -34.1% | -41.7% | +7.6% | -32.4% |
| YTD | -25.3% | -33.1% | +7.9% | -24.0% |
| 1Y | +9.6% | -50.3% | +59.9% | +12.9% |
| 3Y | +132.7% | -54.4% | +187.0% | +135.9% |
| 5Y | +113.7% | -91.6% | +205.3% | +123.6% |
| All | +259.5% | -43.2% | +302.7% | +260.8% |
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