+313.3%
ANET vs SFM
+82.1%
+231.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.8% | +4.8% | +5.5% |
| 7D | +3.0% | -10.6% | +13.6% | +4.2% |
| 30D | -5.2% | -15.5% | +10.3% | -3.5% |
| 3M | +27.6% | -17.4% | +45.0% | +29.8% |
| 6M | +44.4% | -3.4% | +47.8% | +43.1% |
| YTD | +52.3% | -8.7% | +61.0% | +52.1% |
| 1Y | +30.4% | -47.2% | +77.6% | +44.3% |
| 3Y | +313.3% | +82.7% | +230.5% | +326.6% |
| All | +313.3% | +82.1% | +231.2% | +326.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling