+188.0%
SPY vs NIO
-43.5%
+231.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.9% | -5.6% | -0.1% |
| 7D | -2.7% | +5.6% | -8.3% | -3.1% |
| 30D | -5.4% | -4.2% | -1.2% | -5.1% |
| 3M | -4.1% | -26.3% | +22.2% | -2.1% |
| 6M | +0.7% | -42.5% | +43.2% | +4.3% |
| YTD | +8.7% | -33.5% | +42.2% | +11.0% |
| 1Y | +10.9% | -52.7% | +63.5% | +15.9% |
| 3Y | +75.0% | -57.5% | +132.5% | +78.7% |
| 5Y | +67.8% | -92.0% | +159.8% | +83.0% |
| All | +188.0% | -43.5% | +231.5% | +172.5% |
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