+357.4%
SNPS vs NIO
-43.2%
+400.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.6% |
| 7D | +0.2% | +6.9% | -6.7% | -0.5% |
| 30D | -8.4% | -4.7% | -3.7% | -8.0% |
| 3M | +12.3% | -28.1% | +40.3% | +16.1% |
| 6M | -9.6% | -41.7% | +32.1% | -4.6% |
| YTD | -0.6% | -33.1% | +32.6% | +2.7% |
| 1Y | +18.7% | -50.3% | +69.0% | +26.3% |
| 3Y | -7.6% | -54.4% | +46.8% | -4.6% |
| 5Y | +34.1% | -91.6% | +125.7% | +54.0% |
| All | +357.4% | -43.2% | +400.6% | +344.2% |
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