+346.8%
SLV vs NIO
-36.7%
+383.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.3% | -1.1% |
| 7D | -0.3% | -13.0% | +12.7% | +0.3% |
| 30D | +6.7% | -18.3% | +25.0% | +7.7% |
| 3M | -10.7% | -33.2% | +22.5% | -9.0% |
| 6M | -20.6% | -21.5% | +0.9% | -19.8% |
| YTD | -7.1% | -25.5% | +18.3% | -6.0% |
| 1Y | +62.0% | -38.0% | +100.0% | +64.9% |
| 3Y | +169.8% | -65.5% | +235.3% | +175.6% |
| 5Y | +161.5% | -90.6% | +252.0% | +172.0% |
| All | +346.8% | -36.7% | +383.4% | +346.1% |
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 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