+86.1%
SRE vs NIO
-38.3%
+124.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.8% | -0.5% |
| 7D | +1.5% | -4.1% | +5.6% | +1.6% |
| 30D | +0.8% | -23.2% | +24.1% | +1.6% |
| 3M | -5.8% | -29.9% | +24.1% | -4.8% |
| 6M | -7.8% | -25.1% | +17.3% | -7.3% |
| YTD | -2.4% | -27.5% | +25.1% | -1.7% |
| 1Y | +8.9% | -41.1% | +50.0% | +10.1% |
| 3Y | +31.1% | -63.1% | +94.2% | +32.4% |
| 5Y | +48.6% | -90.4% | +139.0% | +52.1% |
| All | +86.1% | -38.3% | +124.4% | +77.2% |
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