+78.2%
NTNX vs SBAC
+82.8%
-4.6%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.5% | +0.1% |
| 7D | -3.1% | -2.1% | -1.0% | -2.5% |
| 30D | +2.0% | +2.0% | 0.0% | +1.3% |
| 3M | +34.0% | -8.3% | +42.3% | +37.1% |
| 6M | +72.4% | +0.3% | +72.1% | +69.6% |
| YTD | +27.5% | -2.2% | +29.7% | +26.0% |
| 1Y | -18.7% | -4.6% | -14.1% | -19.2% |
| 3Y | +80.8% | -8.3% | +89.0% | +73.4% |
| 5Y | +54.5% | -42.8% | +97.3% | +82.5% |
| All | +78.2% | +82.8% | -4.6% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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