-2.3%
SW vs NIO
-90.7%
+88.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.8% | +1.4% |
| 7D | -5.1% | -13.0% | +7.9% | -3.9% |
| 30D | -4.6% | -18.3% | +13.7% | -2.9% |
| 3M | +9.4% | -33.2% | +42.6% | +13.3% |
| 6M | +3.5% | -21.5% | +25.0% | +5.1% |
| YTD | +22.0% | -25.5% | +47.5% | +24.2% |
| 1Y | +2.2% | -38.0% | +40.2% | +5.5% |
| 3Y | +19.6% | -65.5% | +85.0% | +25.0% |
| All | -2.3% | -90.7% | +88.4% | +5.4% |
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