+499.7%
SMTC vs NIO
-62.6%
+562.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.6% | +10.8% | +9.6% |
| 7D | +12.7% | -13.0% | +25.8% | +16.2% |
| 30D | +22.0% | -18.3% | +40.3% | +27.4% |
| 3M | -12.7% | -33.2% | +20.5% | -4.5% |
| 6M | +64.8% | -21.5% | +86.3% | +72.7% |
| YTD | +100.7% | -25.5% | +126.2% | +111.9% |
| 1Y | +146.9% | -38.0% | +184.9% | +169.8% |
| All | +499.7% | -62.6% | +562.4% | +554.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling