+149.2%
STLD vs NTNX
+82.3%
+66.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -17.5% |
| 6M | +30.8% | +72.4% | -41.5% | +20.0% |
| YTD | +42.3% | +27.5% | +14.7% | +36.7% |
| 1Y | +81.1% | -18.7% | +99.8% | +89.4% |
| 3Y | +149.2% | +80.8% | +68.4% | +99.3% |
| All | +149.2% | +82.3% | +66.9% | +99.3% |
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