-42.6%
NIO vs SSNC
+58.0%
-100.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.8% | +3.6% | +2.2% |
| 7D | -6.7% | -1.8% | -4.9% | -5.7% |
| 30D | -20.0% | +1.9% | -22.0% | -21.2% |
| 3M | -30.5% | +18.4% | -48.8% | -38.8% |
| 6M | -20.7% | +7.0% | -27.7% | -25.9% |
| YTD | -25.7% | -6.9% | -18.8% | -24.4% |
| 1Y | -38.6% | -8.2% | -30.4% | -37.2% |
| 3Y | -62.3% | +50.5% | -112.8% | -73.9% |
| 5Y | -90.1% | +17.4% | -107.5% | -91.7% |
| All | -42.6% | +58.0% | -100.5% | -46.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling