+77.2%
SPYM vs NTNX
+82.3%
-5.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | +0.1% | +0.7% |
| 7D | -0.8% | -3.1% | +2.4% | -0.4% |
| 30D | -1.1% | +2.0% | -3.0% | -1.4% |
| 3M | +3.9% | +34.0% | -30.1% | -0.3% |
| 6M | +13.6% | +72.4% | -58.8% | +4.6% |
| YTD | +12.7% | +27.5% | -14.8% | +8.4% |
| 1Y | +17.6% | -18.7% | +36.3% | +21.4% |
| 3Y | +77.2% | +80.8% | -3.5% | +50.4% |
| All | +77.2% | +82.3% | -5.1% | +50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling