+503.1%
SMTC vs NTNX
+148.8%
+354.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.8% | +4.3% | +4.9% |
| 7D | +13.1% | -3.1% | +16.2% | +14.0% |
| 30D | +19.5% | +2.0% | +17.5% | +18.5% |
| 3M | +2.2% | +34.0% | -31.7% | -6.1% |
| 6M | +94.9% | +72.4% | +22.5% | +65.6% |
| YTD | +127.0% | +27.5% | +99.4% | +107.5% |
| 1Y | +174.6% | -18.7% | +193.3% | +180.7% |
| 3Y | +615.9% | +80.8% | +535.2% | +496.6% |
| 5Y | +125.6% | +54.5% | +71.1% | +86.3% |
| All | +503.1% | +148.8% | +354.3% | +301.6% |
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