+5,397.9%
ANET vs SFM
+154.0%
+5,243.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.9% |
| 7D | -1.3% | -8.8% | +7.5% | 0.0% |
| 30D | -4.5% | -14.5% | +10.0% | -2.4% |
| 3M | +24.5% | -16.8% | +41.4% | +27.3% |
| 6M | +35.4% | -5.3% | +40.7% | +35.0% |
| YTD | +44.2% | -9.4% | +53.6% | +44.2% |
| 1Y | +25.4% | -46.2% | +71.6% | +35.5% |
| 3Y | +284.8% | +81.3% | +203.5% | +240.0% |
| 5Y | +761.7% | +211.9% | +549.8% | +574.9% |
| 10Y | +3,691.2% | +268.4% | +3,422.8% | +2,654.9% |
| All | +5,397.9% | +154.0% | +5,243.8% | +3,860.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling