-5.7%
STM vs NIO
-92.0%
+86.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.8% | +4.2% | +1.2% |
| 7D | -7.9% | +2.8% | -10.7% | -8.5% |
| 30D | -14.1% | -8.4% | -5.8% | -12.4% |
| 3M | -17.6% | -32.0% | +14.3% | -10.4% |
| 6M | -24.2% | -43.9% | +19.7% | -14.3% |
| YTD | +73.3% | -35.7% | +109.0% | +87.8% |
| 1Y | +90.1% | -51.1% | +141.2% | +118.2% |
| 3Y | +10.3% | -54.7% | +65.0% | +18.1% |
| 5Y | -5.7% | -91.7% | +86.0% | +25.7% |
| All | -5.7% | -92.0% | +86.2% | +25.7% |
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