+137.6%
SW vs NTNX
+123.7%
+13.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | +2.2% | -8.3% | +10.5% | +2.8% |
| 30D | +7.4% | -20.6% | +28.0% | +9.2% |
| 3M | -5.9% | -8.0% | +2.1% | -5.5% |
| 6M | +9.0% | +28.9% | -19.9% | +6.6% |
| YTD | +18.1% | +14.7% | +3.4% | +16.2% |
| 1Y | +28.7% | -18.1% | +46.8% | +29.5% |
| 3Y | +48.8% | +52.3% | -3.5% | +42.3% |
| 5Y | +2.5% | +71.7% | -69.3% | -4.0% |
| 10Y | +184.4% | +117.6% | +66.8% | +153.6% |
| All | +137.6% | +123.7% | +13.8% | +124.4% |
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 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