-3.6%
SMR vs NIO
-83.2%
+79.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.0% | -0.1% |
| 7D | +4.4% | -13.0% | +17.5% | +8.0% |
| 30D | +3.4% | -18.3% | +21.7% | +8.6% |
| 3M | -19.2% | -33.2% | +14.0% | -10.6% |
| 6M | -22.6% | -21.5% | -1.2% | -18.4% |
| YTD | -31.5% | -25.5% | -6.1% | -27.2% |
| 1Y | -73.1% | -38.0% | -35.1% | -70.1% |
| 3Y | +55.0% | -65.5% | +120.4% | +78.5% |
| All | -3.6% | -83.2% | +79.6% | +11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling