+187.9%
STT vs NIO
-36.7%
+224.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.7% | +0.3% |
| 7D | +0.5% | -13.0% | +13.5% | +1.7% |
| 30D | +3.9% | -18.3% | +22.1% | +5.7% |
| 3M | +20.0% | -33.2% | +53.2% | +24.2% |
| 6M | +55.3% | -21.5% | +76.8% | +57.5% |
| YTD | +53.3% | -25.5% | +78.8% | +56.0% |
| 1Y | +74.7% | -38.0% | +112.7% | +80.0% |
| 3Y | +205.8% | -65.5% | +271.3% | +220.0% |
| 5Y | +145.0% | -90.6% | +235.6% | +173.2% |
| All | +187.9% | -36.7% | +224.6% | +152.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling