+479.2%
SIMO vs NTNX
+82.3%
+396.9%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.8% | +6.5% | +7.1% |
| 7D | +11.0% | -3.1% | +14.2% | +11.7% |
| 30D | +17.9% | +2.0% | +15.9% | +17.3% |
| 3M | +3.9% | +34.0% | -30.0% | -2.8% |
| 6M | +131.0% | +72.4% | +58.6% | +100.5% |
| YTD | +209.3% | +27.5% | +181.8% | +189.7% |
| 1Y | +223.8% | -18.7% | +242.5% | +243.2% |
| 3Y | +479.2% | +80.8% | +398.5% | +365.2% |
| All | +479.2% | +82.3% | +396.9% | +365.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling