-13.6%
SOUN vs NIO
-78.1%
+64.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -0.7% |
| 7D | -4.4% | -4.1% | -0.3% | -3.2% |
| 30D | -13.1% | -23.2% | +10.1% | -6.1% |
| 3M | -7.7% | -29.9% | +22.2% | +2.5% |
| 6M | -21.2% | -25.1% | +3.9% | -15.8% |
| YTD | -35.0% | -27.5% | -7.6% | -30.3% |
| 1Y | -56.4% | -41.1% | -15.3% | -50.5% |
| 3Y | +181.7% | -63.1% | +244.9% | +225.0% |
| All | -13.6% | -78.1% | +64.5% | +1.3% |
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