+179.5%
SW vs NTNX
+110.6%
+68.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.1% | -2.0% |
| 7D | -3.0% | +4.0% | -7.0% | -3.3% |
| 30D | +4.2% | -16.5% | +20.7% | +5.4% |
| 3M | -11.5% | -5.8% | -5.7% | -11.3% |
| 6M | +8.6% | +37.1% | -28.5% | +6.0% |
| YTD | +15.0% | +17.8% | -2.8% | +13.0% |
| 1Y | +25.7% | -10.1% | +35.8% | +25.6% |
| 3Y | +44.8% | +56.3% | -11.5% | +38.8% |
| 5Y | -1.7% | +74.8% | -76.5% | -7.6% |
| All | +179.5% | +110.6% | +68.9% | +164.0% |
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