-90.1%
NIO vs SSNC
+18.8%
-108.8%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.8% | +3.6% | +2.3% |
| 7D | -6.7% | -1.8% | -4.9% | -5.7% |
| 30D | -20.0% | +1.9% | -22.0% | -21.3% |
| 3M | -30.5% | +18.4% | -48.8% | -39.1% |
| 6M | -20.7% | +7.0% | -27.7% | -25.7% |
| YTD | -25.7% | -6.9% | -18.8% | -23.1% |
| 1Y | -38.6% | -8.2% | -30.4% | -36.1% |
| 3Y | -62.3% | +50.5% | -112.8% | -77.2% |
| 5Y | -90.1% | +17.4% | -107.5% | -92.0% |
| All | -90.1% | +18.8% | -108.8% | -92.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling