+99.6%
STM vs NTNX
+0.3%
+99.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +5.8% | -1.6% | +7.4% | +5.8% |
| 30D | -1.0% | +11.6% | -12.7% | -1.2% |
| 3M | -33.3% | +23.8% | -57.1% | -33.2% |
| 6M | +57.4% | +68.8% | -11.4% | +53.7% |
| YTD | +102.2% | +31.7% | +70.5% | +99.6% |
| 1Y | +99.6% | -0.9% | +100.5% | +102.9% |
| All | +99.6% | +0.3% | +99.3% | +102.9% |
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 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