+105.1%
STT vs NIO
-92.9%
+198.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.9% | +5.6% | +0.4% |
| 7D | +5.1% | -4.7% | +9.8% | +5.6% |
| 30D | -0.2% | -14.3% | +14.1% | +1.4% |
| 3M | -8.1% | -32.8% | +24.7% | -4.3% |
| 6M | +16.6% | -49.8% | +66.5% | +25.0% |
| YTD | +37.8% | -40.2% | +78.0% | +43.8% |
| 1Y | +46.8% | -52.7% | +99.5% | +57.1% |
| 3Y | +181.2% | -57.9% | +239.0% | +190.1% |
| 5Y | +105.1% | -92.9% | +198.0% | +149.8% |
| All | +105.1% | -92.9% | +198.0% | +149.8% |
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