-43.3%
SNAP vs NIO
-49.2%
+5.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.9% | +3.6% | -1.1% |
| 7D | +2.6% | -4.7% | +7.2% | +3.4% |
| 30D | -19.6% | -14.3% | -5.2% | -17.0% |
| 3M | +0.4% | -32.8% | +33.2% | +8.5% |
| 6M | -5.9% | -49.8% | +43.9% | +7.3% |
| YTD | -35.3% | -40.2% | +4.9% | -29.8% |
| 1Y | -42.6% | -52.7% | +10.1% | -34.7% |
| 3Y | -53.9% | -57.9% | +4.0% | -50.1% |
| 5Y | -90.3% | -92.9% | +2.6% | -86.6% |
| All | -43.3% | -49.2% | +5.9% | -36.2% |
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