+100.1%
SITM vs NIO
-91.7%
+191.8%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.6% | +9.0% | +9.4% |
| 7D | +9.4% | +6.9% | +2.5% | +7.0% |
| 30D | -25.4% | -4.7% | -20.6% | -23.7% |
| 3M | -37.0% | -28.1% | -8.9% | -29.2% |
| 6M | -45.1% | -41.7% | -3.4% | -34.0% |
| YTD | +29.4% | -33.1% | +62.5% | +46.2% |
| 1Y | +39.8% | -50.3% | +90.1% | +74.6% |
| 3Y | +328.2% | -54.4% | +382.6% | +384.3% |
| All | +100.1% | -91.7% | +191.8% | +279.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling