+398.8%
SGI vs NTNX
+148.8%
+250.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.8% |
| 7D | -4.5% | -3.1% | -1.3% | -3.8% |
| 30D | +4.2% | +2.0% | +2.2% | +3.7% |
| 3M | -7.4% | +34.0% | -41.4% | -13.1% |
| 6M | -15.1% | +72.4% | -87.4% | -25.3% |
| YTD | -24.7% | +27.5% | -52.2% | -29.6% |
| 1Y | -21.8% | -18.7% | -3.0% | -20.0% |
| 3Y | +50.0% | +80.8% | -30.7% | +23.4% |
| 5Y | +48.9% | +54.5% | -5.5% | +20.3% |
| All | +398.8% | +148.8% | +250.1% | +224.6% |
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