+247.1%
SLV vs NIO
-45.3%
+292.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.8% | +0.4% | -3.3% |
| 7D | +3.7% | +2.8% | +0.8% | +3.5% |
| 30D | -15.2% | -8.4% | -6.8% | -14.8% |
| 3M | -21.8% | -32.0% | +10.2% | -20.3% |
| 6M | -36.3% | -43.9% | +7.6% | -34.6% |
| YTD | -27.8% | -35.7% | +7.8% | -26.5% |
| 1Y | +1.5% | -51.1% | +52.6% | +4.6% |
| 3Y | +128.5% | -54.7% | +183.2% | +131.9% |
| 5Y | +103.2% | -91.7% | +194.9% | +112.9% |
| All | +247.1% | -45.3% | +292.5% | +249.1% |
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