+80.9%
NTNX vs SM
+9.4%
+71.6%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | +0.1% | -0.2% | +0.4% | +0.1% |
| 30D | +3.8% | +20.3% | -16.4% | +0.9% |
| 3M | +31.9% | +22.9% | +9.0% | +27.0% |
| 6M | +68.5% | +47.8% | +20.7% | +56.8% |
| YTD | +29.5% | +107.5% | -78.0% | +14.1% |
| 1Y | -11.6% | +51.7% | -63.4% | -18.7% |
| 3Y | +85.1% | -0.9% | +86.0% | +76.9% |
| 5Y | +54.8% | +112.2% | -57.4% | +25.5% |
| All | +80.9% | +9.4% | +71.6% | +3.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling