+1,611.3%
SMH vs NTNX
+155.4%
+1,455.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.7% | -7.4% | -5.4% |
| 7D | -4.5% | -0.5% | -4.0% | -4.4% |
| 30D | -7.9% | +1.6% | -9.5% | -8.3% |
| 3M | -12.7% | +37.3% | -49.9% | -19.4% |
| 6M | +39.8% | +72.3% | -32.5% | +20.7% |
| YTD | +50.4% | +31.0% | +19.4% | +37.9% |
| 1Y | +78.5% | -14.6% | +93.1% | +80.7% |
| 3Y | +262.6% | +89.6% | +173.0% | +194.2% |
| 5Y | +306.6% | +62.2% | +244.4% | +226.4% |
| All | +1,611.3% | +155.4% | +1,455.8% | +1,053.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling