-47.6%
SITM vs NIO
-44.8%
-2.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.2% | +7.5% | +6.9% |
| 7D | +17.2% | -1.8% | +19.0% | +18.2% |
| 30D | -17.1% | -6.6% | -10.5% | -14.8% |
| 3M | -29.2% | -29.9% | +0.7% | -20.5% |
| 6M | -47.6% | -46.6% | -1.0% | -38.9% |
| All | -47.6% | -44.8% | -2.8% | -38.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling