+174.7%
SLV vs NTNX
+82.3%
+92.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.0% |
| 7D | -2.8% | -3.1% | +0.3% | -2.7% |
| 30D | -1.6% | +2.0% | -3.6% | -1.7% |
| 3M | -4.4% | +34.0% | -38.4% | -5.8% |
| 6M | -25.4% | +72.4% | -97.8% | -27.5% |
| YTD | -9.8% | +27.5% | -37.3% | -10.3% |
| 1Y | +53.8% | -18.7% | +72.5% | +59.5% |
| 3Y | +174.7% | +80.8% | +93.9% | +165.9% |
| All | +174.7% | +82.3% | +92.4% | +165.9% |
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 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