+62.0%
SLV vs NTNX
+0.3%
+61.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.3% | -1.6% | +1.3% | -0.4% |
| 30D | +6.7% | +11.6% | -5.0% | +7.4% |
| 3M | -10.7% | +23.8% | -34.5% | -9.5% |
| 6M | -20.6% | +68.8% | -89.4% | -16.7% |
| YTD | -7.1% | +31.7% | -38.8% | -2.0% |
| 1Y | +62.0% | -0.9% | +62.9% | +72.9% |
| All | +62.0% | +0.3% | +61.7% | +72.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling