+3,847.4%
ANET vs SM
+23.0%
+3,824.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.2% | +5.8% | +5.6% |
| 7D | +3.0% | +4.6% | -1.6% | +2.6% |
| 30D | -5.2% | +18.2% | -23.4% | -6.6% |
| 3M | +27.6% | +22.5% | +5.1% | +24.9% |
| 6M | +44.4% | +50.6% | -6.2% | +38.3% |
| YTD | +52.3% | +108.1% | -55.8% | +41.6% |
| 1Y | +30.4% | +46.0% | -15.6% | +24.7% |
| 3Y | +313.3% | +2.9% | +310.4% | +302.1% |
| 5Y | +810.0% | +112.6% | +697.4% | +735.2% |
| All | +3,847.4% | +23.0% | +3,824.4% | +3,208.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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