-10.7%
SRE vs NIO
-18.5%
+7.8%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +0.9% | -0.7% |
| 7D | -0.3% | -13.0% | +12.7% | -0.8% |
| 30D | -0.7% | -18.3% | +17.5% | -1.3% |
| 3M | -6.3% | -33.2% | +26.9% | -6.7% |
| 6M | -10.7% | -21.5% | +10.8% | -13.2% |
| All | -10.7% | -18.5% | +7.8% | -13.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling