+442.5%
SCHG vs NTNX
+148.8%
+293.7%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.7% |
| 7D | -1.0% | -3.1% | +2.1% | -0.5% |
| 30D | -1.3% | +2.0% | -3.2% | -1.7% |
| 3M | +5.4% | +34.0% | -28.5% | -0.2% |
| 6M | +14.4% | +72.4% | -58.0% | +2.8% |
| YTD | +8.0% | +27.5% | -19.5% | +2.1% |
| 1Y | +12.7% | -18.7% | +31.5% | +15.1% |
| 3Y | +85.6% | +80.8% | +4.9% | +60.2% |
| 5Y | +85.5% | +54.5% | +31.0% | +57.6% |
| All | +442.5% | +148.8% | +293.7% | +303.0% |
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 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