+943.6%
SMH vs NIO
-46.0%
+989.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.2% | +6.0% | +5.0% |
| 7D | +0.5% | -1.8% | +2.4% | +0.8% |
| 30D | -14.2% | -6.6% | -7.6% | -13.4% |
| 3M | -11.5% | -29.9% | +18.4% | -7.2% |
| 6M | -12.0% | -46.6% | +34.6% | -4.6% |
| YTD | +40.8% | -36.5% | +77.2% | +48.3% |
| 1Y | +44.9% | -51.1% | +96.0% | +57.7% |
| 3Y | +226.7% | -55.2% | +282.0% | +240.4% |
| 5Y | +250.6% | -92.3% | +342.9% | +326.1% |
| All | +943.6% | -46.0% | +989.6% | +906.7% |
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