+169.2%
SITM vs NIO
-90.3%
+259.5%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.9% | -2.1% |
| 7D | +8.4% | -6.7% | +15.0% | +10.9% |
| 30D | -17.4% | -20.0% | +2.6% | -10.6% |
| 3M | -9.8% | -30.5% | +20.6% | +2.6% |
| 6M | +83.0% | -20.7% | +103.7% | +95.0% |
| YTD | +69.6% | -25.7% | +95.3% | +84.5% |
| 1Y | +144.9% | -38.6% | +183.5% | +182.1% |
| 3Y | +429.9% | -62.3% | +492.1% | +543.5% |
| 5Y | +169.2% | -90.1% | +259.2% | +440.4% |
| All | +169.2% | -90.3% | +259.5% | +440.4% |
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 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