The software is nice and comfortable but it can cost you profit. With nicehash you mine and whatever you mine will be converted with current exchange rate to BTC.
If you mine on your own via pool you can mine on bad exchange rate and place a sell order with good exchange rate - if you are lucky you can get few days later 10-20% more for what you mined. Of course this is also always little bit gambling on better exchange rate later but thats how you squeeze out the profit from mining
E.g. i mine currently ETH when it's only 1 ETH = $ 271, i will place sell order for at least 1 ETH = $ 370 - it might take some time, if i'm not lucky it'll never reach again that limit but if i am lucky i make nearly 40% more profit out of my mining
- at nicehash i would just make that $ 271 out of it.