+3,847.4%
ANET vs SFM
+271.4%
+3,576.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.8% | +4.8% | +5.5% |
| 7D | +3.0% | -10.6% | +13.6% | +4.6% |
| 30D | -5.2% | -15.5% | +10.3% | -3.0% |
| 3M | +27.6% | -17.4% | +45.0% | +30.5% |
| 6M | +44.4% | -3.4% | +47.8% | +43.5% |
| YTD | +52.3% | -8.7% | +61.0% | +52.2% |
| 1Y | +30.4% | -47.2% | +77.6% | +41.4% |
| 3Y | +313.3% | +82.7% | +230.5% | +266.5% |
| 5Y | +810.0% | +214.3% | +595.7% | +615.0% |
| All | +3,847.4% | +271.4% | +3,576.0% | +2,832.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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