+97.9%
SMTC vs NIO
-43.2%
+141.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +0.6% | +12.2% | +12.7% |
| 7D | -4.8% | +6.9% | -11.7% | -5.8% |
| 30D | -37.8% | -4.7% | -33.1% | -37.2% |
| 3M | -16.5% | -28.1% | +11.6% | -11.7% |
| 6M | -4.4% | -41.7% | +37.3% | +4.5% |
| YTD | +58.0% | -33.1% | +91.2% | +67.8% |
| 1Y | +62.0% | -50.3% | +112.3% | +80.6% |
| 3Y | +745.7% | -54.4% | +800.0% | +800.1% |
| 5Y | +29.0% | -91.6% | +120.6% | +63.7% |
| All | +97.9% | -43.2% | +141.0% | +87.7% |
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