+20.7%
SWKS vs NTNX
+156.8%
-136.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.6% | +3.5% |
| 7D | +12.5% | -1.6% | +14.1% | +12.9% |
| 30D | +10.5% | +11.6% | -1.2% | +7.5% |
| 3M | -7.4% | +23.8% | -31.2% | -12.2% |
| 6M | +32.7% | +68.8% | -36.1% | +15.6% |
| YTD | +19.2% | +31.7% | -12.5% | +9.6% |
| 1Y | +2.4% | -0.9% | +3.3% | -0.1% |
| 3Y | -25.6% | +95.0% | -120.6% | -40.9% |
| 5Y | -53.4% | +57.4% | -110.8% | -63.0% |
| All | +20.7% | +156.8% | -136.1% | -22.0% |
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 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