+138.6%
SITM vs NIO
-38.9%
+177.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -0.7% |
| 7D | +3.7% | -4.1% | +7.8% | +5.2% |
| 30D | -14.5% | -23.2% | +8.7% | -6.1% |
| 3M | -10.6% | -29.9% | +19.4% | +1.4% |
| 6M | +65.5% | -25.1% | +90.6% | +79.5% |
| YTD | +67.0% | -27.5% | +94.5% | +82.2% |
| 1Y | +138.6% | -41.1% | +179.7% | +195.0% |
| All | +138.6% | -38.9% | +177.5% | +195.0% |
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