-92.0%
SNAP vs NTNX
+54.0%
-146.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.6% |
| 7D | +3.8% | -3.1% | +7.0% | +5.3% |
| 30D | +9.2% | +2.0% | +7.3% | +7.9% |
| 3M | +6.6% | +34.0% | -27.4% | -6.9% |
| 6M | +16.9% | +72.4% | -55.5% | -10.8% |
| YTD | -29.6% | +27.5% | -57.1% | -38.5% |
| 1Y | -22.1% | -18.7% | -3.3% | -16.7% |
| 3Y | -39.8% | +80.8% | -120.6% | -61.9% |
| All | -92.0% | +54.0% | -146.0% | -94.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling