-18.7%
NTNX vs SFM
-46.0%
+27.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.8% |
| 7D | -3.1% | -10.6% | +7.5% | -3.3% |
| 30D | +2.0% | -15.5% | +17.4% | +1.6% |
| 3M | +34.0% | -17.4% | +51.4% | +33.1% |
| 6M | +72.4% | -3.4% | +75.8% | +71.4% |
| YTD | +27.5% | -8.7% | +36.2% | +26.3% |
| 1Y | -18.7% | -47.2% | +28.4% | -23.8% |
| All | -18.7% | -46.0% | +27.3% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling