+455.3%
SN vs NIO
-77.4%
+532.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.4% | +2.9% |
| 7D | +7.6% | +6.9% | +0.7% | +6.8% |
| 30D | +24.1% | -4.7% | +28.8% | +24.8% |
| 3M | +23.7% | -28.1% | +51.8% | +28.5% |
| 6M | +105.5% | -41.7% | +147.2% | +117.8% |
| YTD | +105.1% | -33.1% | +138.2% | +112.5% |
| 1Y | +148.3% | -50.3% | +198.6% | +166.6% |
| 3Y | +438.7% | -54.4% | +493.0% | +445.3% |
| All | +455.3% | -77.4% | +532.8% | +388.5% |
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 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