+1,063.4%
STLD vs NTNX
+148.8%
+914.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.4% | +1.0% |
| 7D | -0.9% | -3.1% | +2.2% | -0.5% |
| 30D | -8.9% | +2.0% | -10.9% | -9.2% |
| 3M | -14.0% | +34.0% | -48.0% | -18.0% |
| 6M | +30.8% | +72.4% | -41.5% | +19.2% |
| YTD | +42.3% | +27.5% | +14.7% | +35.3% |
| 1Y | +81.1% | -18.7% | +99.8% | +84.3% |
| 3Y | +149.2% | +80.8% | +68.4% | +118.0% |
| 5Y | +292.9% | +54.5% | +238.4% | +240.0% |
| All | +1,063.4% | +148.8% | +914.6% | +757.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling