+3,232.6%
STX vs NTNX
+146.9%
+3,085.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.4% | -2.3% |
| 7D | +8.0% | -3.9% | +11.9% | +8.8% |
| 30D | +5.1% | +1.7% | +3.4% | +4.7% |
| 3M | +5.8% | +31.7% | -26.0% | -0.2% |
| 6M | +124.9% | +69.4% | +55.6% | +100.6% |
| YTD | +213.9% | +26.6% | +187.3% | +194.4% |
| 1Y | +350.4% | -15.2% | +365.6% | +354.8% |
| 3Y | +1,314.2% | +80.9% | +1,233.3% | +1,097.0% |
| 5Y | +1,092.8% | +53.3% | +1,039.5% | +896.9% |
| All | +3,232.6% | +146.9% | +3,085.7% | +2,246.2% |
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