+82.6%
SPYM vs NIO
-90.7%
+173.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.3% |
| 7D | -2.0% | -7.3% | +5.3% | -1.3% |
| 30D | -1.6% | -22.5% | +20.9% | +0.7% |
| 3M | +4.7% | -30.9% | +35.6% | +8.2% |
| 6M | +12.6% | -37.2% | +49.8% | +16.9% |
| YTD | +11.8% | -29.8% | +41.6% | +14.6% |
| 1Y | +17.5% | -37.4% | +55.0% | +21.2% |
| 3Y | +77.0% | -64.3% | +141.3% | +85.8% |
| 5Y | +82.6% | -90.6% | +173.2% | +109.0% |
| All | +82.6% | -90.7% | +173.3% | +109.0% |
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