+286.1%
SCHW vs NTNX
+148.8%
+137.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.8% | -0.2% |
| 7D | -1.9% | -3.1% | +1.3% | -1.4% |
| 30D | -1.6% | +2.0% | -3.6% | -2.0% |
| 3M | +21.3% | +34.0% | -12.7% | +15.9% |
| 6M | +16.5% | +72.4% | -55.9% | +6.7% |
| YTD | +8.4% | +27.5% | -19.1% | +3.5% |
| 1Y | +15.6% | -18.7% | +34.4% | +17.5% |
| 3Y | +86.8% | +80.8% | +6.1% | +64.5% |
| 5Y | +60.5% | +54.5% | +6.0% | +39.6% |
| All | +286.1% | +148.8% | +137.4% | +190.2% |
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