-48.4%
SOUN vs NIO
-80.6%
+32.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.8% | -0.6% | -3.3% |
| 7D | -6.1% | +2.8% | -8.9% | -6.9% |
| 30D | -28.2% | -8.4% | -19.8% | -26.2% |
| 3M | -48.1% | -32.0% | -16.2% | -41.9% |
| 6M | -56.4% | -43.9% | -12.5% | -48.5% |
| YTD | -61.2% | -35.7% | -25.5% | -56.9% |
| 1Y | -73.1% | -51.1% | -22.0% | -67.6% |
| 3Y | +116.2% | -54.7% | +170.9% | +140.6% |
| All | -48.4% | -80.6% | +32.2% | -37.3% |
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