+142.5%
SU vs NIO
-40.3%
+182.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | +0.1% |
| 7D | +1.7% | -7.3% | +8.9% | +2.2% |
| 30D | +9.6% | -22.5% | +32.1% | +11.5% |
| 3M | +11.7% | -30.9% | +42.6% | +14.5% |
| 6M | +21.9% | -37.2% | +59.1% | +25.3% |
| YTD | +58.6% | -29.8% | +88.4% | +61.4% |
| 1Y | +66.5% | -37.4% | +103.9% | +70.3% |
| 3Y | +121.4% | -64.3% | +185.8% | +128.5% |
| 5Y | +355.7% | -90.6% | +446.3% | +396.9% |
| All | +142.5% | -40.3% | +182.8% | +117.8% |
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