+90.8%
SMTC vs NIO
-90.7%
+181.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.6% | +10.8% | +9.6% |
| 7D | +12.7% | -13.0% | +25.8% | +16.5% |
| 30D | +22.0% | -18.3% | +40.3% | +27.8% |
| 3M | -12.7% | -33.2% | +20.5% | -3.8% |
| 6M | +64.8% | -21.5% | +86.3% | +72.9% |
| YTD | +100.7% | -25.5% | +126.2% | +112.4% |
| 1Y | +146.9% | -38.0% | +184.9% | +171.1% |
| 3Y | +456.8% | -65.5% | +522.3% | +545.9% |
| All | +90.8% | -90.7% | +181.5% | +175.4% |
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