+158.9%
SN vs NTNX
-9.1%
+168.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.5% | +5.6% | +4.2% |
| 7D | +10.6% | -12.3% | +23.0% | +11.4% |
| 30D | +20.0% | -13.2% | +33.2% | +20.9% |
| 3M | +30.4% | +3.6% | +26.8% | +30.3% |
| 6M | +91.0% | +45.7% | +45.3% | +90.6% |
| YTD | +95.9% | +23.2% | +72.7% | +98.2% |
| 1Y | +158.9% | -9.1% | +168.0% | +165.8% |
| All | +158.9% | -9.1% | +168.0% | +165.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling