+1,696.7%
SMH vs NTNX
+148.8%
+1,547.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.3% |
| 7D | +0.3% | -3.1% | +3.4% | +1.0% |
| 30D | -2.8% | +2.0% | -4.8% | -3.3% |
| 3M | -6.7% | +34.0% | -40.7% | -13.4% |
| 6M | +41.8% | +72.4% | -30.6% | +22.3% |
| YTD | +57.9% | +27.5% | +30.3% | +45.7% |
| 1Y | +87.6% | -18.7% | +106.4% | +92.3% |
| 3Y | +282.9% | +80.8% | +202.2% | +214.4% |
| 5Y | +330.4% | +54.5% | +275.9% | +249.5% |
| All | +1,696.7% | +148.8% | +1,547.9% | +1,118.8% |
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