+429.9%
SITM vs NIO
-62.3%
+492.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.9% | -2.1% |
| 7D | +8.4% | -6.7% | +15.0% | +10.4% |
| 30D | -17.4% | -20.0% | +2.6% | -11.9% |
| 3M | -9.8% | -30.5% | +20.6% | +0.1% |
| 6M | +83.0% | -20.7% | +103.7% | +93.2% |
| YTD | +69.6% | -25.7% | +95.3% | +81.9% |
| 1Y | +144.9% | -38.6% | +183.5% | +175.5% |
| 3Y | +429.9% | -62.3% | +492.1% | +500.4% |
| All | +429.9% | -62.3% | +492.2% | +500.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling