+16.2%
ANET vs SCHG
+5.5%
+10.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.3% | +3.8% | +2.9% |
| 7D | -4.4% | -2.5% | -1.9% | 0.0% |
| 30D | -13.7% | -5.4% | -8.3% | -4.9% |
| 3M | -6.3% | -2.2% | -4.2% | -2.3% |
| 6M | +3.4% | +5.2% | -1.8% | -4.4% |
| YTD | +36.2% | +6.8% | +29.4% | +22.4% |
| 1Y | +16.2% | +5.9% | +10.3% | +6.4% |
| All | +16.2% | +5.5% | +10.7% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 1y: compounded portfolio wealth divided by compounded SCHG 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…
1y analysis · Full analysis span regression · 6 months rolling