+394.0%
SGI vs NTNX
+146.9%
+247.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.3% | -0.8% | -2.6% |
| 7D | -4.9% | -3.9% | -1.0% | -4.1% |
| 30D | +1.6% | +1.7% | -0.1% | +1.2% |
| 3M | -3.2% | +31.7% | -34.9% | -8.8% |
| 6M | -16.0% | +69.4% | -85.4% | -25.9% |
| YTD | -25.4% | +26.6% | -52.0% | -30.2% |
| 1Y | -21.6% | -15.2% | -6.4% | -20.6% |
| 3Y | +52.9% | +80.9% | -28.1% | +25.6% |
| 5Y | +47.5% | +53.3% | -5.8% | +19.3% |
| All | +394.0% | +146.9% | +247.1% | +222.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling