-90.8%
SNAP vs NIO
-92.2%
+1.4%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.6% |
| 7D | -7.3% | +6.9% | -14.2% | -9.3% |
| 30D | -18.9% | -4.7% | -14.2% | -17.6% |
| 3M | -5.3% | -28.1% | +22.8% | +4.9% |
| 6M | -16.9% | -41.7% | +24.8% | -2.4% |
| YTD | -37.4% | -33.1% | -4.3% | -31.5% |
| 1Y | -38.5% | -50.3% | +11.8% | -25.9% |
| 3Y | -55.1% | -54.4% | -0.7% | -51.4% |
| 5Y | -90.8% | -91.6% | +0.8% | -82.7% |
| All | -90.8% | -92.2% | +1.4% | -82.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling