+1,566.0%
ANET vs SE
+553.8%
+1,012.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.3% | +7.0% | +5.9% |
| 7D | +3.0% | -5.2% | +8.2% | +4.2% |
| 30D | -5.2% | -17.1% | +11.9% | -1.3% |
| 3M | +27.6% | +24.0% | +3.6% | +20.5% |
| 6M | +44.4% | +21.0% | +23.4% | +36.2% |
| YTD | +52.3% | -16.7% | +69.0% | +55.7% |
| 1Y | +30.4% | -45.9% | +76.4% | +46.2% |
| 3Y | +313.3% | +177.8% | +135.4% | +219.0% |
| 5Y | +810.0% | -67.4% | +877.4% | +900.8% |
| All | +1,566.0% | +553.8% | +1,012.2% | +790.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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