+68.5%
STRL vs NTNX
+0.3%
+68.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | 0.0% | +5.8% | +5.7% |
| 7D | +3.4% | -1.6% | +5.0% | +3.1% |
| 30D | -9.2% | +11.6% | -20.9% | -7.4% |
| 3M | -51.0% | +23.8% | -74.9% | -48.7% |
| 6M | +15.8% | +68.8% | -53.0% | +25.2% |
| YTD | +58.9% | +31.7% | +27.2% | +73.1% |
| 1Y | +68.5% | -0.9% | +69.4% | +101.9% |
| All | +68.5% | +0.3% | +68.2% | +101.9% |
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