-7.7%
SRE vs NIO
-54.1%
+46.4%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.4% | -6.3% | -2.9% |
| 7D | -2.1% | -0.6% | -1.5% | -2.1% |
| 30D | +6.1% | -3.5% | +9.6% | +6.1% |
| 3M | -3.5% | -30.7% | +27.1% | -3.0% |
| 6M | -10.8% | -45.6% | +34.8% | -9.3% |
| YTD | -4.0% | -35.3% | +31.3% | -3.8% |
| 1Y | -7.7% | -53.9% | +46.3% | +3.1% |
| All | -7.7% | -54.1% | +46.4% | +3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling