+178.2%
SOUN vs NTNX
+82.3%
+95.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.7% |
| 7D | -7.1% | -3.1% | -4.0% | -5.5% |
| 30D | -15.4% | +2.0% | -17.4% | -16.3% |
| 3M | -10.6% | +34.0% | -44.5% | -24.3% |
| 6M | -19.6% | +72.4% | -92.0% | -40.9% |
| YTD | -37.2% | +27.5% | -64.7% | -46.3% |
| 1Y | -57.1% | -18.7% | -38.3% | -53.6% |
| 3Y | +178.2% | +80.8% | +97.5% | +79.3% |
| All | +178.2% | +82.3% | +95.9% | +79.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling