+14.7%
SNOW vs NIO
-82.3%
+97.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.6% | +4.9% | +5.4% |
| 7D | +0.2% | +6.9% | -6.7% | -1.4% |
| 30D | -21.1% | -4.7% | -16.3% | -20.1% |
| 3M | -11.9% | -28.1% | +16.2% | -4.7% |
| 6M | +91.0% | -41.7% | +132.7% | +115.5% |
| YTD | +32.7% | -33.1% | +65.9% | +42.0% |
| 1Y | +10.8% | -50.3% | +61.1% | +27.1% |
| 3Y | +86.2% | -54.4% | +140.6% | +94.3% |
| 5Y | -22.7% | -91.6% | +68.9% | +15.8% |
| All | +14.7% | -82.3% | +97.0% | +55.2% |
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