+57.6%
NTNX vs SFM
+213.6%
-156.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | -3.1% | -10.6% | +7.5% | -2.5% |
| 30D | +2.0% | -15.5% | +17.4% | +3.0% |
| 3M | +34.0% | -17.4% | +51.4% | +35.3% |
| 6M | +72.4% | -3.4% | +75.8% | +71.5% |
| YTD | +27.5% | -8.7% | +36.2% | +27.4% |
| 1Y | -18.7% | -47.2% | +28.4% | -15.1% |
| 3Y | +80.8% | +82.7% | -2.0% | +88.1% |
| All | +57.6% | +213.6% | -156.0% | +75.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling