+199.9%
SPYM vs NIO
-38.3%
+238.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.3% |
| 7D | -0.4% | -4.1% | +3.8% | -0.1% |
| 30D | -1.4% | -23.2% | +21.9% | +0.4% |
| 3M | +3.7% | -29.9% | +33.7% | +6.2% |
| 6M | +13.0% | -25.1% | +38.1% | +14.8% |
| YTD | +12.5% | -27.5% | +39.9% | +14.3% |
| 1Y | +18.6% | -41.1% | +59.7% | +21.9% |
| 3Y | +78.0% | -63.1% | +141.2% | +83.3% |
| 5Y | +82.3% | -90.4% | +172.7% | +96.8% |
| All | +199.9% | -38.3% | +238.2% | +181.6% |
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