-9.5%
STZ vs NTNX
+156.8%
-166.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.9% | -1.6% | -0.3% | -1.8% |
| 30D | -1.9% | +11.6% | -13.5% | -2.9% |
| 3M | -6.2% | +23.8% | -30.0% | -8.1% |
| 6M | -14.0% | +68.8% | -82.8% | -18.4% |
| YTD | -5.1% | +31.7% | -36.8% | -8.0% |
| 1Y | -9.6% | -0.9% | -8.7% | -10.2% |
| 3Y | -47.2% | +95.0% | -142.3% | -52.6% |
| 5Y | -33.6% | +57.4% | -91.0% | -40.4% |
| All | -9.5% | +156.8% | -166.3% | -29.2% |
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