+595.8%
STM vs NTNX
+148.8%
+447.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.8% | +1.3% |
| 7D | -1.4% | -3.1% | +1.7% | -0.6% |
| 30D | -4.9% | +2.0% | -6.9% | -5.4% |
| 3M | -34.0% | +34.0% | -67.9% | -38.8% |
| 6M | +51.8% | +72.4% | -20.5% | +30.3% |
| YTD | +99.4% | +27.5% | +71.8% | +83.9% |
| 1Y | +99.1% | -18.7% | +117.8% | +104.3% |
| 3Y | +19.5% | +80.8% | -61.3% | -4.4% |
| 5Y | +19.5% | +54.5% | -35.0% | -5.6% |
| All | +595.8% | +148.8% | +447.0% | +345.3% |
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 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