+3,847.4%
ANET vs SLV
+224.3%
+3,623.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.1% | +4.5% | +5.4% |
| 7D | +3.0% | -2.8% | +5.8% | +3.6% |
| 30D | -5.2% | -1.6% | -3.6% | -4.9% |
| 3M | +27.6% | -4.4% | +32.1% | +28.5% |
| 6M | +44.4% | -25.4% | +69.8% | +51.4% |
| YTD | +52.3% | -9.8% | +62.1% | +50.4% |
| 1Y | +30.4% | +53.8% | -23.4% | +14.2% |
| 3Y | +313.3% | +174.7% | +138.6% | +221.3% |
| 5Y | +810.0% | +164.3% | +645.7% | +597.9% |
| All | +3,847.4% | +224.3% | +3,623.1% | +2,657.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SLV.
Daily Out/Under-Performance
Portfolio return minus SLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLV 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 10y: compounded portfolio wealth divided by compounded SLV 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…
10y analysis · Full analysis span regression · 6 months rolling