+72.6%
SPY vs NIO
-93.2%
+165.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.6% | +0.1% |
| 7D | +2.6% | -14.5% | +17.0% | +4.1% |
| 30D | -2.0% | -15.0% | +13.0% | -0.5% |
| 3M | -2.8% | -35.6% | +32.8% | +1.1% |
| 6M | +2.1% | -55.7% | +57.8% | +9.8% |
| YTD | +11.5% | -43.1% | +54.6% | +16.4% |
| 1Y | +13.5% | -53.5% | +67.0% | +20.6% |
| 3Y | +77.7% | -59.8% | +137.5% | +83.6% |
| All | +72.6% | -93.2% | +165.7% | +102.8% |
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