+185.2%
SITM vs NTNX
+54.0%
+131.2%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.8% | +4.8% | +5.2% |
| 7D | +3.9% | -3.1% | +7.0% | +5.3% |
| 30D | -6.6% | +2.0% | -8.6% | -7.6% |
| 3M | -11.9% | +34.0% | -45.8% | -23.7% |
| 6M | +81.1% | +72.4% | +8.8% | +35.7% |
| YTD | +80.0% | +27.5% | +52.4% | +53.9% |
| 1Y | +145.8% | -18.7% | +164.6% | +160.6% |
| 3Y | +475.9% | +80.8% | +395.1% | +296.9% |
| All | +185.2% | +54.0% | +131.2% | +179.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling