+3,535.1%
SITM vs NIO
+75.1%
+3,459.9%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.2% | +7.5% | +6.7% |
| 7D | +17.2% | -1.8% | +19.0% | +18.3% |
| 30D | -17.1% | -6.6% | -10.5% | -14.9% |
| 3M | -29.2% | -29.9% | +0.7% | -20.4% |
| 6M | -47.6% | -46.6% | -1.0% | -36.0% |
| YTD | +33.8% | -36.5% | +70.3% | +52.4% |
| 1Y | +54.1% | -51.1% | +105.2% | +90.3% |
| 3Y | +337.6% | -55.2% | +392.8% | +395.2% |
| 5Y | +89.7% | -92.3% | +182.1% | +233.9% |
| All | +3,535.1% | +75.1% | +3,459.9% | +2,555.6% |
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