+14.0%
SMTC vs NIO
-92.1%
+106.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +5.9% | +6.8% | +11.3% |
| 7D | -19.0% | +5.6% | -24.6% | -20.0% |
| 30D | -46.7% | -4.2% | -42.5% | -46.1% |
| 3M | -23.4% | -26.3% | +2.9% | -17.7% |
| 6M | -13.4% | -42.5% | +29.1% | -1.6% |
| YTD | +40.1% | -33.5% | +73.6% | +52.5% |
| 1Y | +47.7% | -52.7% | +100.3% | +73.7% |
| 3Y | +606.9% | -57.5% | +664.4% | +681.7% |
| All | +14.0% | -92.1% | +106.1% | +65.9% |
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