+78.0%
SPY vs NIO
-64.6%
+142.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.3% |
| 7D | +0.1% | -13.0% | +13.2% | +1.0% |
| 30D | +0.1% | -18.3% | +18.3% | +1.3% |
| 3M | +2.0% | -33.2% | +35.2% | +4.4% |
| 6M | +13.0% | -21.5% | +34.5% | +14.3% |
| YTD | +13.5% | -25.5% | +39.0% | +15.0% |
| 1Y | +20.0% | -38.0% | +58.0% | +22.6% |
| All | +78.0% | -64.6% | +142.5% | +80.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling