+156.3%
SO vs NTNX
+148.8%
+7.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.4% | -0.7% |
| 7D | -1.1% | -3.1% | +2.1% | -1.0% |
| 30D | -5.0% | +2.0% | -7.0% | -5.1% |
| 3M | -5.8% | +34.0% | -39.7% | -6.7% |
| 6M | -7.9% | +72.4% | -80.3% | -9.7% |
| YTD | +2.4% | +27.5% | -25.1% | +1.4% |
| 1Y | -2.3% | -18.7% | +16.5% | -1.7% |
| 3Y | +41.9% | +80.8% | -38.9% | +36.1% |
| 5Y | +58.1% | +54.5% | +3.6% | +50.9% |
| All | +156.3% | +148.8% | +7.6% | +130.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling