+111.4%
SRE vs NTNX
+148.8%
-37.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.8% |
| 7D | -0.8% | -3.1% | +2.3% | -0.6% |
| 30D | -3.0% | +2.0% | -5.0% | -3.2% |
| 3M | -8.3% | +34.0% | -42.3% | -10.3% |
| 6M | -8.9% | +72.4% | -81.3% | -12.8% |
| YTD | -4.3% | +27.5% | -31.8% | -6.4% |
| 1Y | +2.7% | -18.7% | +21.5% | +3.6% |
| 3Y | +28.7% | +80.8% | -52.1% | +20.5% |
| 5Y | +47.1% | +54.5% | -7.3% | +36.7% |
| All | +111.4% | +148.8% | -37.4% | +79.1% |
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