+2,900.7%
SHOP vs NTNX
+148.8%
+2,751.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +1.0% | +1.4% |
| 7D | -11.2% | -3.1% | -8.1% | -10.1% |
| 30D | -14.4% | +2.0% | -16.3% | -15.0% |
| 3M | +16.6% | +34.0% | -17.4% | +3.9% |
| 6M | -0.6% | +72.4% | -72.9% | -20.2% |
| YTD | -20.0% | +27.5% | -47.5% | -28.0% |
| 1Y | -11.2% | -18.7% | +7.5% | -5.9% |
| 3Y | +99.5% | +80.8% | +18.7% | +50.4% |
| 5Y | -13.2% | +54.5% | -67.7% | -34.1% |
| All | +2,900.7% | +148.8% | +2,751.9% | +1,692.3% |
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 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