+475.9%
SITM vs NTNX
+82.3%
+393.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.8% | +4.8% | +5.2% |
| 7D | +3.9% | -3.1% | +7.0% | +5.2% |
| 30D | -6.6% | +2.0% | -8.6% | -7.5% |
| 3M | -11.9% | +34.0% | -45.8% | -22.7% |
| 6M | +81.1% | +72.4% | +8.8% | +38.0% |
| YTD | +80.0% | +27.5% | +52.4% | +57.0% |
| 1Y | +145.8% | -18.7% | +164.6% | +171.4% |
| 3Y | +475.9% | +80.8% | +395.1% | +297.3% |
| All | +475.9% | +82.3% | +393.6% | +297.3% |
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 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