+233.3%
SPOT vs NIO
-51.7%
+285.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.9% | +7.3% | +3.0% |
| 7D | +1.6% | -14.5% | +16.0% | +3.6% |
| 30D | +16.9% | -15.0% | +31.9% | +19.2% |
| 3M | +23.0% | -35.6% | +58.5% | +29.5% |
| 6M | +42.2% | -55.7% | +97.8% | +56.5% |
| YTD | +5.5% | -43.1% | +48.6% | +11.4% |
| 1Y | -5.1% | -53.5% | +48.5% | +2.8% |
| 3Y | +257.9% | -59.8% | +317.7% | +270.2% |
| 5Y | +118.4% | -93.2% | +211.6% | +169.4% |
| All | +233.3% | -51.7% | +285.0% | +249.0% |
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