-45.8%
NIO vs SONY
+115.6%
-161.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.6% | -3.5% |
| 7D | -7.3% | -5.8% | -1.5% | -3.5% |
| 30D | -22.5% | -0.4% | -22.1% | -22.6% |
| 3M | -30.9% | +13.3% | -44.2% | -37.3% |
| 6M | -37.2% | +8.5% | -45.7% | -41.2% |
| YTD | -29.8% | -8.1% | -21.7% | -26.5% |
| 1Y | -37.4% | -17.9% | -19.5% | -29.6% |
| 3Y | -64.3% | +41.4% | -105.8% | -74.8% |
| 5Y | -90.6% | +9.3% | -99.9% | -91.8% |
| All | -45.8% | +115.6% | -161.4% | -67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SONY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling