-28.4%
STZ vs NIO
-92.6%
+64.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | -0.5% |
| 7D | +11.8% | -3.6% | +15.4% | +12.0% |
| 30D | +26.0% | -8.0% | +34.0% | +26.4% |
| 3M | +11.5% | -31.2% | +42.7% | +13.3% |
| 6M | -2.0% | -45.8% | +43.8% | +0.5% |
| YTD | +7.9% | -37.3% | +45.1% | +9.4% |
| 1Y | +13.9% | -56.1% | +70.0% | +17.7% |
| 3Y | -35.8% | -61.1% | +25.3% | -34.9% |
| 5Y | -28.4% | -92.4% | +64.0% | -25.7% |
| All | -28.4% | -92.6% | +64.2% | -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