-78.3%
SNAP vs NTNX
+116.6%
-194.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.9% |
| 7D | -5.0% | +0.1% | -5.1% | -5.0% |
| 30D | -0.7% | +3.8% | -4.6% | -2.2% |
| 3M | -5.0% | +31.9% | -36.9% | -13.9% |
| 6M | +3.5% | +68.5% | -65.0% | -15.0% |
| YTD | -34.2% | +29.5% | -63.7% | -40.9% |
| 1Y | -27.1% | -11.6% | -15.4% | -25.8% |
| 3Y | -43.5% | +85.1% | -128.6% | -57.9% |
| 5Y | -92.9% | +54.8% | -147.7% | -94.7% |
| All | -78.3% | +116.6% | -194.9% | -88.1% |
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 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