-38.8%
STLA vs NTNX
+0.3%
-39.0%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +2.6% | -1.6% | +4.2% | +2.6% |
| 30D | -1.2% | +11.6% | -12.9% | -1.2% |
| 3M | -24.8% | +23.8% | -48.6% | -24.6% |
| 6M | -25.6% | +68.8% | -94.4% | -25.2% |
| YTD | -48.9% | +31.7% | -80.6% | -46.5% |
| 1Y | -38.8% | -0.9% | -37.9% | -33.1% |
| All | -38.8% | +0.3% | -39.0% | -33.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling