-90.4%
SNAP vs NIO
-92.6%
+2.2%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -3.0% | -11.0% | -13.0% |
| 7D | -10.4% | -3.6% | -6.8% | -9.1% |
| 30D | -11.9% | -8.0% | -3.9% | -9.4% |
| 3M | -4.5% | -31.2% | +26.7% | +7.4% |
| 6M | -16.7% | -45.8% | +29.1% | +0.3% |
| YTD | -36.9% | -37.3% | +0.3% | -29.4% |
| 1Y | -30.3% | -56.1% | +25.8% | -12.4% |
| 3Y | -52.5% | -61.1% | +8.6% | -45.5% |
| 5Y | -90.4% | -92.4% | +2.0% | -82.1% |
| All | -90.4% | -92.6% | +2.2% | -82.1% |
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