+2,849.7%
SHOP vs NTNX
+146.9%
+2,702.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.1% | +0.8% |
| 7D | -13.2% | -3.9% | -9.3% | -11.8% |
| 30D | -17.0% | +1.7% | -18.8% | -17.5% |
| 3M | +17.0% | +31.7% | -14.7% | +4.9% |
| 6M | -2.1% | +69.4% | -71.5% | -20.9% |
| YTD | -21.4% | +26.6% | -47.9% | -29.0% |
| 1Y | -11.0% | -15.2% | +4.2% | -7.3% |
| 3Y | +100.9% | +80.9% | +20.0% | +51.5% |
| 5Y | -14.7% | +53.3% | -68.0% | -35.0% |
| All | +2,849.7% | +146.9% | +2,702.8% | +1,667.2% |
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 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