+282.8%
SPGI vs NTNX
+152.6%
+130.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.7% | -2.4% |
| 7D | -3.1% | +0.1% | -3.2% | -3.1% |
| 30D | +2.0% | +3.8% | -1.8% | +1.4% |
| 3M | +4.3% | +31.9% | -27.6% | -0.2% |
| 6M | -0.2% | +68.5% | -68.7% | -8.5% |
| YTD | -14.8% | +29.5% | -44.3% | -18.9% |
| 1Y | -18.5% | -11.6% | -6.9% | -18.2% |
| 3Y | +16.0% | +85.1% | -69.2% | +1.2% |
| 5Y | +2.2% | +54.8% | -52.6% | -11.7% |
| All | +282.8% | +152.6% | +130.2% | +190.2% |
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