+1,615.9%
SMCI vs NTNX
+148.8%
+1,467.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.8% | +6.5% | +7.1% |
| 7D | +1.3% | -3.1% | +4.4% | +2.2% |
| 30D | +6.6% | +2.0% | +4.7% | +6.1% |
| 3M | +25.4% | +34.0% | -8.5% | +15.4% |
| 6M | +26.1% | +72.4% | -46.2% | +8.4% |
| YTD | +37.0% | +27.5% | +9.5% | +26.8% |
| 1Y | -8.8% | -18.7% | +10.0% | -5.4% |
| 3Y | +44.6% | +80.8% | -36.2% | +23.6% |
| 5Y | +995.9% | +54.5% | +941.4% | +822.4% |
| All | +1,615.9% | +148.8% | +1,467.1% | +1,125.6% |
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