-42.4%
NIO vs SSNC
+64.2%
-106.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -0.8% |
| 7D | -13.0% | +0.6% | -13.7% | -13.4% |
| 30D | -18.3% | +6.0% | -24.3% | -21.5% |
| 3M | -33.2% | +21.0% | -54.2% | -42.0% |
| 6M | -21.5% | +12.1% | -33.6% | -28.8% |
| YTD | -25.5% | -3.2% | -22.3% | -26.0% |
| 1Y | -38.0% | -4.4% | -33.6% | -38.3% |
| 3Y | -65.5% | +51.6% | -117.1% | -76.1% |
| 5Y | -90.6% | +21.1% | -111.7% | -92.3% |
| All | -42.4% | +64.2% | -106.7% | -47.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling