+73.0%
SRE vs NIO
-45.3%
+118.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | -0.4% |
| 7D | -8.2% | +2.8% | -11.0% | -8.3% |
| 30D | -3.6% | -8.4% | +4.7% | -3.4% |
| 3M | -6.3% | -32.0% | +25.7% | -5.3% |
| 6M | -13.0% | -43.9% | +30.9% | -11.7% |
| YTD | -9.2% | -35.7% | +26.5% | -8.3% |
| 1Y | -13.1% | -51.1% | +38.0% | -11.6% |
| 3Y | +22.4% | -54.7% | +77.1% | +23.1% |
| 5Y | +47.1% | -91.7% | +138.8% | +51.2% |
| All | +73.0% | -45.3% | +118.4% | +65.3% |
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