+5.5%
SNOW vs NIO
-90.3%
+95.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +4.9% | -6.7% | +11.6% | +6.8% |
| 30D | +1.5% | -20.0% | +21.6% | +7.3% |
| 3M | +39.5% | -30.5% | +70.0% | +52.4% |
| 6M | +85.9% | -20.7% | +106.6% | +92.1% |
| YTD | +52.9% | -25.7% | +78.6% | +59.7% |
| 1Y | +48.1% | -38.6% | +86.7% | +60.2% |
| 3Y | +102.2% | -62.3% | +164.4% | +127.1% |
| 5Y | +5.5% | -90.1% | +95.5% | +51.5% |
| All | +5.5% | -90.3% | +95.8% | +51.5% |
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