+0.4%
STM vs NIO
-62.1%
+62.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -3.0% | -9.4% | -11.8% |
| 7D | -20.1% | -3.6% | -16.5% | -19.5% |
| 30D | -32.0% | -8.0% | -23.9% | -30.8% |
| 3M | -24.2% | -31.2% | +7.0% | -18.7% |
| 6M | -29.9% | -45.8% | +15.8% | -21.6% |
| YTD | +54.9% | -37.3% | +92.1% | +67.0% |
| 1Y | +68.0% | -56.1% | +124.1% | +93.4% |
| All | +0.4% | -62.1% | +62.6% | +9.9% |
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 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