+4,532.8%
SITM vs NIO
+93.5%
+4,439.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.2% | +5.3% | +3.2% |
| 7D | +4.8% | -7.3% | +12.1% | +7.4% |
| 30D | -9.7% | -22.5% | +12.8% | -2.0% |
| 3M | -9.3% | -30.9% | +21.6% | +2.2% |
| 6M | +69.5% | -37.2% | +106.7% | +94.7% |
| YTD | +70.5% | -29.8% | +100.3% | +87.6% |
| 1Y | +145.3% | -37.4% | +182.7% | +177.8% |
| 3Y | +432.8% | -64.3% | +497.1% | +544.4% |
| 5Y | +174.0% | -90.6% | +264.6% | +353.6% |
| All | +4,532.8% | +93.5% | +4,439.3% | +3,168.8% |
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