-46.8%
STZ vs NIO
-64.6%
+17.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.8% | -0.7% |
| 7D | -1.9% | -13.0% | +11.1% | -1.5% |
| 30D | -1.9% | -18.3% | +16.4% | -1.3% |
| 3M | -6.2% | -33.2% | +27.0% | -5.0% |
| 6M | -14.0% | -21.5% | +7.5% | -13.8% |
| YTD | -5.1% | -25.5% | +20.4% | -4.7% |
| 1Y | -9.6% | -38.0% | +28.4% | -8.6% |
| All | -46.8% | -64.6% | +17.8% | -45.1% |
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