+1,545.8%
ANET vs SITM
+4,789.7%
-3,243.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +5.5% | +0.1% | +4.3% |
| 7D | +3.0% | +3.9% | -0.9% | +2.1% |
| 30D | -5.2% | -6.6% | +1.4% | -3.9% |
| 3M | +27.6% | -11.9% | +39.5% | +29.0% |
| 6M | +44.4% | +81.1% | -36.7% | +20.2% |
| YTD | +52.3% | +80.0% | -27.7% | +24.9% |
| 1Y | +30.4% | +145.8% | -115.4% | -2.7% |
| 3Y | +313.3% | +475.9% | -162.6% | +141.0% |
| 5Y | +810.0% | +189.2% | +620.8% | +456.4% |
| All | +1,545.8% | +4,789.7% | -3,243.9% | +607.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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