+165.5%
SITM vs NIO
-37.4%
+202.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.6% | +8.1% | +7.1% |
| 7D | +9.7% | -13.0% | +22.8% | +15.1% |
| 30D | +12.7% | -18.3% | +31.0% | +20.9% |
| 3M | -13.4% | -33.2% | +19.8% | -0.2% |
| 6M | +59.6% | -21.5% | +81.1% | +70.2% |
| YTD | +73.3% | -25.5% | +98.8% | +87.3% |
| 1Y | +165.5% | -38.0% | +203.6% | +223.9% |
| All | +165.5% | -37.4% | +202.9% | +223.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling