+76.8%
NTNX vs SFM
+250.7%
-173.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.0% | -2.1% |
| 7D | -3.9% | -8.8% | +4.9% | -3.0% |
| 30D | +1.7% | -14.5% | +16.2% | +3.2% |
| 3M | +31.7% | -16.8% | +48.6% | +33.9% |
| 6M | +69.4% | -5.3% | +74.7% | +68.8% |
| YTD | +26.6% | -9.4% | +35.9% | +26.7% |
| 1Y | -15.2% | -46.2% | +31.0% | -10.0% |
| 3Y | +80.9% | +81.3% | -0.4% | +68.2% |
| 5Y | +53.3% | +211.9% | -158.6% | +30.2% |
| All | +76.8% | +250.7% | -173.8% | +38.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling