+137.0%
SW vs NTNX
+154.7%
-17.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -3.4% |
| 7D | -2.6% | +1.2% | -3.8% | -2.7% |
| 30D | -7.5% | +7.7% | -15.2% | -8.0% |
| 3M | +10.3% | +30.2% | -19.9% | +8.1% |
| 6M | +5.4% | +69.4% | -64.0% | +1.0% |
| YTD | +17.9% | +30.6% | -12.7% | +14.9% |
| 1Y | -2.4% | -10.0% | +7.6% | -2.4% |
| 3Y | +28.7% | +86.6% | -57.9% | +21.4% |
| 5Y | -5.7% | +57.1% | -62.8% | -11.4% |
| All | +137.0% | +154.7% | -17.6% | +121.9% |
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