+57.6%
NTNX vs SM
+108.4%
-50.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -3.1% | +4.6% | -7.7% | -3.8% |
| 30D | +2.0% | +18.2% | -16.2% | -0.5% |
| 3M | +34.0% | +22.5% | +11.4% | +29.3% |
| 6M | +72.4% | +50.6% | +21.8% | +60.3% |
| YTD | +27.5% | +108.1% | -80.6% | +12.4% |
| 1Y | -18.7% | +46.0% | -64.7% | -24.6% |
| 3Y | +80.8% | +2.9% | +77.9% | +70.3% |
| All | +57.6% | +108.4% | -50.8% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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