+585.4%
STM vs NTNX
+146.9%
+438.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.0% |
| 7D | -1.1% | -3.9% | +2.9% | -0.1% |
| 30D | -7.8% | +1.7% | -9.5% | -8.3% |
| 3M | -28.2% | +31.7% | -59.9% | -33.2% |
| 6M | +52.0% | +69.4% | -17.4% | +31.0% |
| YTD | +96.4% | +26.6% | +69.8% | +81.5% |
| 1Y | +98.8% | -15.2% | +114.0% | +101.7% |
| 3Y | +18.3% | +80.9% | -62.6% | -5.4% |
| 5Y | +17.7% | +53.3% | -35.6% | -6.9% |
| All | +585.4% | +146.9% | +438.5% | +339.5% |
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