+408.8%
SPYG vs NTNX
+148.8%
+260.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | +0.1% | +0.7% |
| 7D | -0.9% | -3.1% | +2.3% | -0.4% |
| 30D | -1.5% | +2.0% | -3.5% | -1.9% |
| 3M | +3.7% | +34.0% | -30.2% | -1.4% |
| 6M | +16.4% | +72.4% | -56.0% | +5.3% |
| YTD | +13.3% | +27.5% | -14.2% | +7.5% |
| 1Y | +17.9% | -18.7% | +36.6% | +20.1% |
| 3Y | +98.3% | +80.8% | +17.6% | +72.9% |
| 5Y | +86.4% | +54.5% | +31.9% | +60.0% |
| All | +408.8% | +148.8% | +260.1% | +283.8% |
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