+369.5%
SAN vs NTNX
+148.8%
+220.7%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.5% | +2.2% |
| 7D | +0.2% | -3.1% | +3.3% | +0.6% |
| 30D | +0.9% | +2.0% | -1.0% | +0.6% |
| 3M | +19.1% | +34.0% | -14.8% | +14.2% |
| 6M | +33.2% | +72.4% | -39.2% | +22.5% |
| YTD | +29.1% | +27.5% | +1.6% | +23.5% |
| 1Y | +50.2% | -18.7% | +69.0% | +52.6% |
| 3Y | +351.0% | +80.8% | +270.3% | +296.6% |
| 5Y | +394.7% | +54.5% | +340.2% | +328.5% |
| All | +369.5% | +148.8% | +220.7% | +256.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTNX.
Daily Out/Under-Performance
Portfolio return minus NTNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTNX 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 10y: compounded portfolio wealth divided by compounded NTNX 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…
10y analysis · Full analysis span regression · 6 months rolling