+167.5%
SAP vs NTNX
+152.6%
+14.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.0% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | +0.3% | +3.8% | -3.6% | -0.4% |
| 3M | +16.9% | +31.9% | -15.0% | +11.5% |
| 6M | +6.3% | +68.5% | -62.2% | -2.7% |
| YTD | -12.4% | +29.5% | -41.9% | -16.5% |
| 1Y | -21.6% | -11.6% | -10.0% | -21.1% |
| 3Y | +54.8% | +85.1% | -30.3% | +36.9% |
| 5Y | +56.2% | +54.8% | +1.4% | +36.8% |
| All | +167.5% | +152.6% | +14.9% | +107.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling