+309.2%
SPY vs NTNX
+146.9%
+162.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.3% |
| 7D | -2.0% | -3.9% | +1.9% | -1.4% |
| 30D | -1.7% | +1.7% | -3.4% | -1.9% |
| 3M | +4.7% | +31.7% | -27.0% | +0.6% |
| 6M | +12.5% | +69.4% | -56.8% | +3.7% |
| YTD | +11.7% | +26.6% | -14.8% | +7.0% |
| 1Y | +17.5% | -15.2% | +32.7% | +18.6% |
| 3Y | +76.6% | +80.9% | -4.4% | +56.6% |
| 5Y | +82.0% | +53.3% | +28.7% | +59.4% |
| All | +309.2% | +146.9% | +162.4% | +217.2% |
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