-4.6%
SWK vs NTNX
+148.8%
-153.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -7.5% | -3.1% | -4.4% | -7.0% |
| 30D | -12.5% | +2.0% | -14.5% | -12.9% |
| 3M | +8.3% | +34.0% | -25.7% | +2.6% |
| 6M | +23.4% | +72.4% | -49.0% | +10.7% |
| YTD | +23.8% | +27.5% | -3.7% | +17.0% |
| 1Y | +17.0% | -18.7% | +35.8% | +19.5% |
| 3Y | +10.7% | +80.8% | -70.1% | -6.0% |
| 5Y | -42.5% | +54.5% | -96.9% | -51.7% |
| All | -4.6% | +148.8% | -153.4% | -32.9% |
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