-16.0%
NTNX vs SHAK
-26.3%
+10.2%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -4.1% | -4.0% | -8.0% |
| 7D | -17.2% | -1.0% | -16.2% | -17.2% |
| 30D | -20.2% | +8.1% | -28.3% | -20.3% |
| 3M | -4.0% | -6.1% | +2.1% | -3.9% |
| 6M | +34.8% | -27.7% | +62.5% | +33.5% |
| YTD | +13.3% | -14.0% | +27.3% | +9.3% |
| 1Y | -16.0% | -27.1% | +11.1% | -21.0% |
| All | -16.0% | -26.3% | +10.2% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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