-43.9%
NIO vs SSNC
+55.8%
-99.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -1.5% |
| 7D | -4.1% | -3.9% | -0.3% | -1.8% |
| 30D | -23.2% | -0.2% | -23.1% | -23.3% |
| 3M | -29.9% | +15.9% | -45.8% | -37.5% |
| 6M | -25.1% | +7.5% | -32.6% | -30.2% |
| YTD | -27.5% | -8.2% | -19.2% | -25.5% |
| 1Y | -41.1% | -9.3% | -31.7% | -39.3% |
| 3Y | -63.1% | +48.5% | -111.6% | -74.3% |
| 5Y | -90.4% | +16.0% | -106.4% | -91.9% |
| All | -43.9% | +55.8% | -99.7% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded SSNC 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling