+27.6%
SMTC vs NIO
-93.2%
+120.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.9% | +0.9% | -2.8% |
| 7D | +11.0% | -14.5% | +25.5% | +15.4% |
| 30D | -28.5% | -15.0% | -13.5% | -25.5% |
| 3M | -14.2% | -35.6% | +21.3% | -4.6% |
| 6M | -18.0% | -55.7% | +37.7% | -0.7% |
| YTD | +55.5% | -43.1% | +98.6% | +76.0% |
| 1Y | +69.5% | -53.5% | +123.1% | +100.8% |
| 3Y | +699.7% | -59.8% | +759.5% | +796.1% |
| All | +27.6% | -93.2% | +120.8% | +89.5% |
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