-40.5%
SNAP vs NIO
-36.7%
-3.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.5% | -3.7% |
| 7D | +0.7% | -13.0% | +13.8% | +3.5% |
| 30D | +2.6% | -18.3% | +20.9% | +6.7% |
| 3M | -9.9% | -33.2% | +23.3% | -2.5% |
| 6M | +1.9% | -21.5% | +23.3% | +5.4% |
| YTD | -32.2% | -25.5% | -6.7% | -29.5% |
| 1Y | -22.8% | -38.0% | +15.2% | -17.5% |
| 3Y | -47.6% | -65.5% | +17.8% | -41.4% |
| 5Y | -92.7% | -90.6% | -2.1% | -90.4% |
| All | -40.5% | -36.7% | -3.9% | -36.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling