+66.2%
SPG vs NTNX
+148.8%
-82.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | 0.0% |
| 7D | -1.2% | -3.1% | +2.0% | -0.6% |
| 30D | -6.1% | +2.0% | -8.1% | -6.5% |
| 3M | -3.6% | +34.0% | -37.6% | -8.3% |
| 6M | +10.4% | +72.4% | -62.0% | 0.0% |
| YTD | +14.4% | +27.5% | -13.2% | +8.5% |
| 1Y | +16.5% | -18.7% | +35.3% | +18.7% |
| 3Y | +106.8% | +80.8% | +26.0% | +77.3% |
| 5Y | +108.9% | +54.5% | +54.4% | +76.7% |
| All | +66.2% | +148.8% | -82.5% | +19.9% |
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