+45.4%
SMR vs NTNX
+82.3%
-36.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.8% | -16.4% | -16.0% |
| 7D | -11.2% | -3.1% | -8.1% | -10.0% |
| 30D | -10.2% | +2.0% | -12.2% | -11.0% |
| 3M | -10.0% | +34.0% | -44.0% | -22.3% |
| 6M | -30.5% | +72.4% | -102.8% | -48.1% |
| YTD | -39.2% | +27.5% | -66.8% | -47.3% |
| 1Y | -75.5% | -18.7% | -56.8% | -72.8% |
| 3Y | +45.4% | +80.8% | -35.3% | -45.1% |
| All | +45.4% | +82.3% | -36.9% | -45.1% |
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 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