-45.7%
SNAP vs NIO
-45.3%
-0.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.8% | +2.8% | -0.2% |
| 7D | -10.6% | +2.8% | -13.4% | -11.0% |
| 30D | -19.7% | -8.4% | -11.4% | -18.3% |
| 3M | -6.5% | -32.0% | +25.4% | +0.7% |
| 6M | -17.8% | -43.9% | +26.2% | -8.3% |
| YTD | -38.0% | -35.7% | -2.4% | -33.7% |
| 1Y | -42.5% | -51.1% | +8.7% | -35.0% |
| 3Y | -55.8% | -54.7% | -1.1% | -52.9% |
| 5Y | -90.5% | -91.7% | +1.2% | -87.2% |
| All | -45.7% | -45.3% | -0.3% | -39.7% |
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