+263.6%
STT vs NTNX
+146.9%
+116.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.1% |
| 7D | -1.4% | -3.9% | +2.5% | -0.7% |
| 30D | +2.2% | +1.7% | +0.5% | +1.8% |
| 3M | +18.8% | +31.7% | -12.9% | +13.4% |
| 6M | +57.9% | +69.4% | -11.4% | +43.8% |
| YTD | +51.0% | +26.6% | +24.4% | +43.7% |
| 1Y | +77.1% | -15.2% | +92.4% | +79.1% |
| 3Y | +199.8% | +80.9% | +118.9% | +160.8% |
| 5Y | +156.0% | +53.3% | +102.6% | +119.8% |
| All | +263.6% | +146.9% | +116.8% | +167.3% |
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 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