+183.3%
SW vs NTNX
+128.7%
+54.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | +0.1% |
| 7D | +1.8% | -7.7% | +9.5% | +2.4% |
| 30D | +7.0% | -20.3% | +27.3% | +8.7% |
| 3M | -7.6% | -5.1% | -2.6% | -7.4% |
| 6M | +8.5% | +29.3% | -20.8% | +6.3% |
| YTD | +17.7% | +15.1% | +2.6% | +15.8% |
| 1Y | +27.1% | -14.6% | +41.6% | +27.5% |
| 3Y | +48.2% | +59.4% | -11.2% | +41.9% |
| 5Y | -2.3% | +66.4% | -68.7% | -7.8% |
| 10Y | +183.3% | +105.7% | +77.6% | +167.9% |
| All | +183.3% | +128.7% | +54.6% | +167.9% |
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