+44.1%
SWKS vs NTNX
+148.8%
-104.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.8% | +4.4% | +5.0% |
| 7D | +19.4% | -3.1% | +22.5% | +20.2% |
| 30D | +26.8% | +2.0% | +24.8% | +26.0% |
| 3M | +21.5% | +34.0% | -12.5% | +12.9% |
| 6M | +61.0% | +72.4% | -11.4% | +39.5% |
| YTD | +42.2% | +27.5% | +14.7% | +31.7% |
| 1Y | +22.1% | -18.7% | +40.9% | +25.2% |
| 3Y | -0.9% | +80.8% | -81.6% | -19.8% |
| 5Y | -42.6% | +54.5% | -97.1% | -54.2% |
| All | +44.1% | +148.8% | -104.7% | -6.3% |
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