+84.0%
SRE vs NIO
-36.7%
+120.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +0.9% | -0.6% |
| 7D | -0.3% | -13.0% | +12.7% | +0.1% |
| 30D | -0.7% | -18.3% | +17.5% | -0.2% |
| 3M | -6.3% | -33.2% | +26.9% | -5.3% |
| 6M | -10.7% | -21.5% | +10.8% | -10.2% |
| YTD | -3.5% | -25.5% | +22.0% | -2.9% |
| 1Y | +5.3% | -38.0% | +43.3% | +6.3% |
| 3Y | +31.8% | -65.5% | +97.2% | +33.3% |
| 5Y | +47.4% | -90.6% | +137.9% | +50.8% |
| All | +84.0% | -36.7% | +120.6% | +75.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling