+94.1%
SPG vs NIO
-49.2%
+143.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.9% | +5.4% | +0.1% |
| 7D | +3.1% | -4.7% | +7.8% | +3.5% |
| 30D | +16.4% | -14.3% | +30.8% | +18.0% |
| 3M | +7.1% | -32.8% | +39.9% | +10.8% |
| 6M | +16.1% | -49.8% | +65.9% | +23.0% |
| YTD | +30.4% | -40.2% | +70.6% | +35.3% |
| 1Y | +33.0% | -52.7% | +85.7% | +40.8% |
| 3Y | +134.6% | -57.9% | +192.5% | +140.8% |
| 5Y | +84.9% | -92.9% | +177.8% | +113.0% |
| All | +94.1% | -49.2% | +143.2% | +65.6% |
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