+5,397.9%
ANET vs SGI
+386.5%
+5,011.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -1.2% |
| 7D | -1.3% | -4.9% | +3.6% | +0.1% |
| 30D | -4.5% | +1.6% | -6.1% | -5.1% |
| 3M | +24.5% | -3.2% | +27.7% | +24.8% |
| 6M | +35.4% | -16.0% | +51.4% | +39.9% |
| YTD | +44.2% | -25.4% | +69.7% | +53.3% |
| 1Y | +25.4% | -21.6% | +47.0% | +30.9% |
| 3Y | +284.8% | +52.9% | +231.9% | +231.7% |
| 5Y | +761.7% | +47.5% | +714.2% | +620.7% |
| 10Y | +3,691.2% | +263.5% | +3,427.7% | +2,223.8% |
| All | +5,397.9% | +386.5% | +5,011.4% | +2,952.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling