+313.3%
ANET vs SIMO
+482.9%
-169.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +7.2% | -1.6% | +3.3% |
| 7D | +3.0% | +11.0% | -8.0% | -0.4% |
| 30D | -5.2% | +17.9% | -23.1% | -10.5% |
| 3M | +27.6% | +3.9% | +23.7% | +23.5% |
| 6M | +44.4% | +131.0% | -86.6% | +0.4% |
| YTD | +52.3% | +209.3% | -157.0% | -11.3% |
| 1Y | +30.4% | +223.8% | -193.3% | -27.5% |
| 3Y | +313.3% | +479.2% | -166.0% | +53.0% |
| All | +313.3% | +482.9% | -169.6% | +53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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