-12.6%
STZ vs NTNX
+146.9%
-159.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.1% | +2.1% |
| 7D | -4.1% | -3.9% | -0.2% | -3.8% |
| 30D | -7.6% | +1.7% | -9.3% | -7.8% |
| 3M | -12.3% | +31.7% | -44.0% | -14.5% |
| 6M | -16.3% | +69.4% | -85.7% | -20.6% |
| YTD | -8.4% | +26.6% | -34.9% | -10.9% |
| 1Y | -10.8% | -15.2% | +4.4% | -10.0% |
| 3Y | -49.0% | +80.9% | -129.9% | -53.8% |
| 5Y | -36.5% | +53.3% | -89.8% | -42.9% |
| All | -12.6% | +146.9% | -159.4% | -31.4% |
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