+80.8%
NTNX vs SHAK
-2.6%
+83.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.4% | +0.2% |
| 7D | -3.1% | -8.3% | +5.1% | -1.8% |
| 30D | +2.0% | -12.6% | +14.6% | +4.2% |
| 3M | +34.0% | +9.1% | +24.8% | +31.3% |
| 6M | +72.4% | -31.2% | +103.6% | +79.2% |
| YTD | +27.5% | -21.6% | +49.1% | +28.1% |
| 1Y | -18.7% | -38.8% | +20.0% | -13.6% |
| 3Y | +80.8% | +0.6% | +80.1% | +66.1% |
| All | +80.8% | -2.6% | +83.4% | +66.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling