+439.5%
SN vs NIO
-77.6%
+517.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.9% | -3.3% | +2.0% |
| 7D | +7.2% | +5.6% | +1.6% | +6.5% |
| 30D | +20.4% | -4.2% | +24.6% | +20.9% |
| 3M | +23.9% | -26.3% | +50.2% | +28.3% |
| 6M | +93.0% | -42.5% | +135.6% | +105.0% |
| YTD | +99.2% | -33.5% | +132.8% | +106.6% |
| 1Y | +142.6% | -52.7% | +195.3% | +162.2% |
| 3Y | +398.8% | -57.5% | +456.3% | +408.6% |
| All | +439.5% | -77.6% | +517.0% | +374.9% |
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 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