-23.8%
STZ vs NIO
-43.5%
+19.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.9% | -7.7% | -2.1% |
| 7D | +4.9% | +5.6% | -0.7% | +4.6% |
| 30D | +20.9% | -4.2% | +25.1% | +21.0% |
| 3M | +8.0% | -26.3% | +34.3% | +9.4% |
| 6M | -5.3% | -42.5% | +37.2% | -3.1% |
| YTD | +5.9% | -33.5% | +39.5% | +7.2% |
| 1Y | +14.2% | -52.7% | +66.9% | +17.5% |
| 3Y | -37.0% | -57.5% | +20.5% | -36.2% |
| 5Y | -29.7% | -92.0% | +62.3% | -25.3% |
| All | -23.8% | -43.5% | +19.7% | -30.3% |
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