-98.6%
SPXU vs NIO
-40.3%
-58.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.2% | +5.1% | +1.2% |
| 7D | +6.4% | -7.3% | +13.6% | +4.8% |
| 30D | +5.9% | -22.5% | +28.5% | +0.7% |
| 3M | -11.7% | -30.9% | +19.2% | -17.8% |
| 6M | -28.7% | -37.2% | +8.5% | -34.0% |
| YTD | -26.4% | -29.8% | +3.5% | -29.9% |
| 1Y | -35.2% | -37.4% | +2.2% | -39.0% |
| 3Y | -79.8% | -64.3% | -15.5% | -81.1% |
| 5Y | -86.1% | -90.6% | +4.5% | -87.6% |
| All | -98.6% | -40.3% | -58.3% | -98.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling