-16.5%
SOUN vs NTNX
+158.5%
-175.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -16.4% |
| 3M | -10.6% | +34.0% | -44.5% | -24.4% |
| 6M | -19.6% | +72.4% | -92.0% | -41.0% |
| YTD | -37.2% | +27.5% | -64.7% | -46.2% |
| 1Y | -57.1% | -18.7% | -38.3% | -53.6% |
| 3Y | +178.2% | +80.8% | +97.5% | +83.0% |
| All | -16.5% | +158.5% | -175.0% | -60.5% |
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