+6,502.6%
STRL vs NTNX
+148.8%
+6,353.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.8% | +4.6% | +5.3% |
| 7D | +5.0% | -3.1% | +8.2% | +5.7% |
| 30D | -6.9% | +2.0% | -8.9% | -7.3% |
| 3M | -39.1% | +34.0% | -73.0% | -42.7% |
| 6M | +21.5% | +72.4% | -50.9% | +7.7% |
| YTD | +66.9% | +27.5% | +39.4% | +55.9% |
| 1Y | +61.6% | -18.7% | +80.4% | +64.8% |
| 3Y | +560.0% | +80.8% | +479.3% | +470.8% |
| 5Y | +2,238.9% | +54.5% | +2,184.4% | +1,896.0% |
| All | +6,502.6% | +148.8% | +6,353.8% | +4,646.5% |
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 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