+78.2%
NTNX vs SSNC
+176.7%
-98.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | -0.5% |
| 7D | -3.1% | -4.0% | +0.9% | -0.3% |
| 30D | +2.0% | +0.5% | +1.4% | +1.5% |
| 3M | +34.0% | +18.9% | +15.0% | +17.6% |
| 6M | +72.4% | +10.8% | +61.6% | +59.1% |
| YTD | +27.5% | -7.1% | +34.7% | +33.5% |
| 1Y | -18.7% | -9.6% | -9.1% | -13.7% |
| 3Y | +80.8% | +51.1% | +29.7% | +29.8% |
| 5Y | +54.5% | +19.7% | +34.8% | +31.2% |
| All | +78.2% | +176.7% | -98.5% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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