-67.1%
SE vs NTNX
+54.0%
-121.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.6% |
| 7D | -5.2% | -3.1% | -2.1% | -4.1% |
| 30D | -17.1% | +2.0% | -19.0% | -17.9% |
| 3M | +24.0% | +34.0% | -10.0% | +10.4% |
| 6M | +21.0% | +72.4% | -51.4% | -3.8% |
| YTD | -16.7% | +27.5% | -44.2% | -26.0% |
| 1Y | -45.9% | -18.7% | -27.2% | -42.7% |
| 3Y | +177.8% | +80.8% | +97.1% | +88.2% |
| All | -67.1% | +54.0% | -121.1% | -76.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling