-46.1%
SNAP vs NIO
-43.5%
-2.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.9% | -8.5% | -3.8% |
| 7D | -7.1% | +5.6% | -12.7% | -8.1% |
| 30D | -14.6% | -4.2% | -10.4% | -13.8% |
| 3M | -5.0% | -26.3% | +21.3% | +0.8% |
| 6M | -18.8% | -42.5% | +23.7% | -9.9% |
| YTD | -38.5% | -33.5% | -5.0% | -34.7% |
| 1Y | -38.1% | -52.7% | +14.6% | -29.7% |
| 3Y | -53.8% | -57.5% | +3.7% | -50.1% |
| 5Y | -90.7% | -92.0% | +1.3% | -87.4% |
| All | -46.1% | -43.5% | -2.6% | -40.6% |
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