+229.8%
SPOT vs NIO
-45.3%
+275.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | 0.0% |
| 7D | +1.0% | +2.8% | -1.8% | +0.6% |
| 30D | +14.6% | -8.4% | +22.9% | +15.7% |
| 3M | +18.4% | -32.0% | +50.4% | +24.0% |
| 6M | +45.1% | -43.9% | +89.0% | +55.0% |
| YTD | +4.4% | -35.7% | +40.1% | +8.6% |
| 1Y | -2.7% | -51.1% | +48.4% | +4.7% |
| 3Y | +254.6% | -54.7% | +309.3% | +261.4% |
| 5Y | +124.8% | -91.7% | +216.5% | +171.2% |
| All | +229.8% | -45.3% | +275.2% | +240.2% |
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