+68.5%
SPYG vs NIO
-92.2%
+160.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.1% | +2.6% |
| 7D | 0.0% | +6.9% | -6.9% | -0.8% |
| 30D | -8.4% | -4.7% | -3.6% | -7.9% |
| 3M | -6.2% | -28.1% | +21.8% | -2.7% |
| 6M | -1.8% | -41.7% | +39.9% | +4.2% |
| YTD | +8.4% | -33.1% | +41.5% | +12.5% |
| 1Y | +10.1% | -50.3% | +60.3% | +18.1% |
| 3Y | +94.9% | -54.4% | +149.3% | +100.6% |
| 5Y | +68.5% | -91.6% | +160.1% | +103.9% |
| All | +68.5% | -92.2% | +160.6% | +103.9% |
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