-14.4%
SMR vs NTNX
+146.2%
-160.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.8% | -16.4% | -15.9% |
| 7D | -11.2% | -3.1% | -8.1% | -10.5% |
| 30D | -10.2% | +2.0% | -12.2% | -10.7% |
| 3M | -10.0% | +34.0% | -44.0% | -17.6% |
| 6M | -30.5% | +72.4% | -102.8% | -41.4% |
| YTD | -39.2% | +27.5% | -66.8% | -44.3% |
| 1Y | -75.5% | -18.7% | -56.8% | -74.5% |
| 3Y | +45.4% | +80.8% | -35.3% | +30.0% |
| All | -14.4% | +146.2% | -160.7% | -28.8% |
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