+48.0%
SW vs NIO
-46.7%
+94.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -1.4% |
| 7D | +4.7% | -3.6% | +8.3% | +4.8% |
| 30D | +5.0% | -8.0% | +13.0% | +5.4% |
| 3M | -7.3% | -31.2% | +23.9% | -5.6% |
| 6M | +15.0% | -45.8% | +60.7% | +18.3% |
| YTD | +18.5% | -37.3% | +55.8% | +20.7% |
| 1Y | +27.1% | -56.1% | +83.2% | +31.8% |
| 3Y | +49.3% | -61.1% | +110.4% | +52.2% |
| 5Y | -1.6% | -92.4% | +90.8% | +3.2% |
| All | +48.0% | -46.7% | +94.7% | +38.3% |
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