+215.9%
SLV vs NTNX
+146.9%
+69.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.3% | -3.0% | -5.2% |
| 7D | -5.0% | -3.9% | -1.1% | -4.8% |
| 30D | -1.8% | +1.7% | -3.5% | -1.9% |
| 3M | -0.3% | +31.7% | -32.0% | -1.9% |
| 6M | -28.2% | +69.4% | -97.6% | -30.6% |
| YTD | -10.7% | +26.6% | -37.3% | -12.3% |
| 1Y | +53.7% | -15.2% | +68.9% | +54.7% |
| 3Y | +173.7% | +80.9% | +92.8% | +160.3% |
| 5Y | +161.5% | +53.3% | +108.2% | +147.5% |
| All | +215.9% | +146.9% | +69.1% | +184.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling