+229.6%
SLV vs NIO
-51.7%
+281.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.9% | +2.7% | -1.9% |
| 7D | -5.8% | -14.5% | +8.6% | -5.1% |
| 30D | -12.1% | -15.0% | +2.8% | -11.4% |
| 3M | -24.1% | -35.6% | +11.4% | -22.5% |
| 6M | -44.4% | -55.7% | +11.3% | -42.2% |
| YTD | -31.5% | -43.1% | +11.6% | -29.7% |
| 1Y | -6.9% | -53.5% | +46.6% | -3.8% |
| 3Y | +116.0% | -59.8% | +175.8% | +120.5% |
| 5Y | +88.4% | -93.2% | +181.6% | +99.1% |
| All | +229.6% | -51.7% | +281.2% | +233.5% |
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