+164.0%
SAP vs NTNX
+148.8%
+15.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | -4.1% | -3.1% | -0.9% | -3.5% |
| 30D | +1.1% | +2.0% | -0.9% | +0.8% |
| 3M | +26.1% | +34.0% | -7.9% | +20.0% |
| 6M | +9.8% | +72.4% | -62.6% | +0.1% |
| YTD | -13.6% | +27.5% | -41.1% | -17.4% |
| 1Y | -18.7% | -18.7% | +0.1% | -17.0% |
| 3Y | +54.1% | +80.8% | -26.6% | +36.8% |
| 5Y | +54.7% | +54.5% | +0.2% | +35.7% |
| All | +164.0% | +148.8% | +15.2% | +104.8% |
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