+214.7%
STM vs NIO
-36.7%
+251.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.4% | +2.1% |
| 7D | +5.8% | -13.0% | +18.8% | +8.3% |
| 30D | -1.0% | -18.3% | +17.3% | +2.4% |
| 3M | -33.3% | -33.2% | 0.0% | -28.5% |
| 6M | +57.4% | -21.5% | +78.8% | +62.5% |
| YTD | +102.2% | -25.5% | +127.7% | +110.0% |
| 1Y | +99.6% | -38.0% | +137.6% | +112.3% |
| 3Y | +14.5% | -65.5% | +80.0% | +26.0% |
| 5Y | +21.4% | -90.6% | +112.0% | +51.1% |
| All | +214.7% | -36.7% | +251.3% | +180.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling