+89.7%
SPG vs NIO
-43.5%
+133.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.9% | -5.1% | +0.3% |
| 7D | +4.9% | +5.6% | -0.7% | +4.4% |
| 30D | +15.6% | -4.2% | +19.8% | +16.0% |
| 3M | +4.1% | -26.3% | +30.4% | +6.9% |
| 6M | +13.6% | -42.5% | +56.1% | +18.9% |
| YTD | +27.5% | -33.5% | +61.1% | +31.0% |
| 1Y | +32.2% | -52.7% | +84.9% | +40.0% |
| 3Y | +126.0% | -57.5% | +183.5% | +132.0% |
| 5Y | +74.7% | -92.0% | +166.7% | +99.1% |
| All | +89.7% | -43.5% | +133.2% | +60.4% |
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