-66.4%
STLA vs NTNX
+82.3%
-148.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.5% | +2.2% |
| 7D | -2.9% | -3.1% | +0.3% | -2.5% |
| 30D | +0.9% | +2.0% | -1.0% | +0.7% |
| 3M | -21.6% | +34.0% | -55.6% | -24.2% |
| 6M | -21.6% | +72.4% | -94.0% | -26.8% |
| YTD | -50.4% | +27.5% | -77.9% | -51.6% |
| 1Y | -43.6% | -18.7% | -24.8% | -40.7% |
| 3Y | -66.4% | +80.8% | -147.2% | -74.1% |
| All | -66.4% | +82.3% | -148.7% | -74.1% |
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 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