-56.1%
NIO vs SSNC
+56.1%
-112.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.2% | -5.1% | -5.0% |
| 7D | -14.5% | +2.3% | -16.8% | -15.7% |
| 30D | -15.0% | -3.1% | -11.8% | -13.7% |
| 3M | -35.6% | -2.7% | -32.8% | -35.0% |
| 6M | -55.7% | +23.7% | -79.3% | -62.6% |
| YTD | -43.1% | -8.0% | -35.1% | -42.1% |
| 1Y | -53.5% | -4.7% | -48.8% | -54.0% |
| 3Y | -59.8% | +58.0% | -117.8% | -73.5% |
| 5Y | -93.2% | +8.0% | -101.2% | -94.1% |
| All | -56.1% | +56.1% | -112.2% | -58.9% |
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