+313.3%
ANET vs SAN
+352.3%
-39.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.3% | +3.4% | +4.7% |
| 7D | +3.0% | +0.2% | +2.8% | +2.9% |
| 30D | -5.2% | +0.9% | -6.1% | -5.5% |
| 3M | +27.6% | +19.1% | +8.5% | +19.3% |
| 6M | +44.4% | +33.2% | +11.2% | +28.2% |
| YTD | +52.3% | +29.1% | +23.2% | +36.0% |
| 1Y | +30.4% | +50.2% | -19.8% | +10.1% |
| 3Y | +313.3% | +351.0% | -37.8% | +177.3% |
| All | +313.3% | +352.3% | -39.0% | +177.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 3y: compounded portfolio wealth divided by compounded SAN 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…
3y analysis · Full analysis span regression · 6 months rolling