-83.1%
SPXS vs NIO
-92.2%
+9.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +0.6% | -7.6% | -6.8% |
| 7D | -1.5% | +6.9% | -8.4% | +0.6% |
| 30D | +9.6% | -4.7% | +14.4% | +8.6% |
| 3M | +8.5% | -28.1% | +36.5% | -0.1% |
| 6M | -5.8% | -41.7% | +36.0% | -17.5% |
| YTD | -25.4% | -33.1% | +7.8% | -30.8% |
| 1Y | -28.8% | -50.3% | +21.5% | -39.0% |
| 3Y | -80.9% | -54.4% | -26.5% | -81.8% |
| 5Y | -83.1% | -91.6% | +8.5% | -87.3% |
| All | -83.1% | -92.2% | +9.1% | -87.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling