+0.1%
SCHW vs NTNX
-16.9%
+16.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.1% | +7.2% | -0.1% |
| 7D | +3.5% | -17.2% | +20.7% | +5.3% |
| 30D | -4.4% | -20.2% | +15.9% | -2.4% |
| 3M | -14.0% | -4.0% | -10.1% | -13.9% |
| 6M | +0.8% | +34.8% | -34.0% | -2.0% |
| YTD | -6.4% | +13.3% | -19.7% | -10.1% |
| 1Y | +0.1% | -16.0% | +16.1% | -4.1% |
| All | +0.1% | -16.9% | +16.9% | -4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling