+1,067.8%
STLD vs NTNX
+152.6%
+915.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | -2.8% | +0.1% | -2.9% | -2.8% |
| 30D | -10.4% | +3.8% | -14.2% | -11.0% |
| 3M | -10.6% | +31.9% | -42.5% | -14.5% |
| 6M | +32.7% | +68.5% | -35.8% | +21.3% |
| YTD | +42.8% | +29.5% | +13.3% | +35.5% |
| 1Y | +86.9% | -11.6% | +98.6% | +87.6% |
| 3Y | +143.8% | +85.1% | +58.7% | +112.5% |
| 5Y | +293.5% | +54.8% | +238.7% | +240.4% |
| All | +1,067.8% | +152.6% | +915.2% | +758.9% |
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