+186.3%
SO vs NIO
-43.5%
+229.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.9% | -7.0% | -1.1% |
| 7D | -1.5% | +5.6% | -7.1% | -1.5% |
| 30D | +8.1% | -4.2% | +12.3% | +8.1% |
| 3M | +0.2% | -26.3% | +26.5% | +0.4% |
| 6M | +0.4% | -42.5% | +42.9% | +0.7% |
| YTD | +8.5% | -33.5% | +42.0% | +8.7% |
| 1Y | +4.9% | -52.7% | +57.6% | +5.4% |
| 3Y | +47.9% | -57.5% | +105.4% | +48.1% |
| 5Y | +75.7% | -92.0% | +167.7% | +76.5% |
| All | +186.3% | -43.5% | +229.8% | +178.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling