+1,404.8%
STX vs NIO
-46.0%
+1,450.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.2% | +11.2% | +10.1% |
| 7D | -1.0% | -1.8% | +0.9% | -0.8% |
| 30D | -26.8% | -6.6% | -20.1% | -26.3% |
| 3M | -32.7% | -29.9% | -2.8% | -30.4% |
| 6M | -33.7% | -46.6% | +12.9% | -29.8% |
| YTD | +101.0% | -36.5% | +137.5% | +109.0% |
| 1Y | +92.7% | -51.1% | +143.8% | +105.0% |
| 3Y | +708.7% | -55.2% | +764.0% | +735.7% |
| 5Y | +504.0% | -92.3% | +596.3% | +576.9% |
| All | +1,404.8% | -46.0% | +1,450.8% | +1,392.9% |
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 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