+99.4%
STT vs NIO
-92.1%
+191.5%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.9% | -5.7% | -0.4% |
| 7D | -2.5% | +5.6% | -8.1% | -3.1% |
| 30D | -5.0% | -4.2% | -0.7% | -4.6% |
| 3M | -10.5% | -26.3% | +15.8% | -7.6% |
| 6M | +10.0% | -42.5% | +52.6% | +16.2% |
| YTD | +30.7% | -33.5% | +64.2% | +34.8% |
| 1Y | +43.8% | -52.7% | +96.4% | +53.9% |
| 3Y | +168.1% | -57.5% | +225.5% | +177.3% |
| All | +99.4% | -92.1% | +191.5% | +143.6% |
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