+35.4%
ANET vs SGI
-17.0%
+52.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -1.7% |
| 7D | -1.3% | -4.9% | +3.6% | -0.7% |
| 30D | -4.5% | +1.6% | -6.1% | -4.6% |
| 3M | +24.5% | -3.2% | +27.7% | +25.3% |
| 6M | +35.4% | -16.0% | +51.4% | +40.9% |
| All | +35.4% | -17.0% | +52.3% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 6mo: compounded portfolio wealth divided by compounded SGI 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…
6mo analysis · Full analysis span regression · 6 months rolling