+480.1%
SE vs NIO
-45.3%
+525.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.8% | +2.3% | -0.6% |
| 7D | 0.0% | +2.8% | -2.8% | -0.6% |
| 30D | -19.4% | -8.4% | -11.0% | -17.8% |
| 3M | -33.1% | -32.0% | -1.2% | -27.2% |
| 6M | -11.4% | -43.9% | +32.5% | +0.3% |
| YTD | -39.8% | -35.7% | -4.1% | -34.7% |
| 1Y | -50.5% | -51.1% | +0.7% | -42.9% |
| 3Y | +68.9% | -54.7% | +123.6% | +77.2% |
| 5Y | -77.1% | -91.7% | +14.6% | -66.8% |
| All | +480.1% | -45.3% | +525.4% | +575.3% |
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