-62.3%
NIO vs SSNC
+56.7%
-119.0%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.2% |
| 7D | -13.0% | +0.6% | -13.7% | -13.2% |
| 30D | -18.3% | +6.0% | -24.3% | -19.9% |
| 3M | -33.2% | +21.0% | -54.2% | -37.7% |
| 6M | -21.5% | +12.1% | -33.6% | -24.4% |
| YTD | -25.5% | -3.2% | -22.3% | -23.0% |
| 1Y | -38.0% | -4.4% | -33.6% | -35.6% |
| All | -62.3% | +56.7% | -119.0% | -76.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling