+5,512.5%
ANET vs SM
-41.7%
+5,554.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | +3.7% | -0.2% | +3.9% | +3.7% |
| 30D | +0.7% | +20.3% | -19.6% | -0.9% |
| 3M | +26.8% | +22.9% | +3.9% | +23.9% |
| 6M | +40.7% | +47.8% | -7.2% | +34.8% |
| YTD | +47.2% | +107.5% | -60.2% | +36.7% |
| 1Y | +36.0% | +51.7% | -15.8% | +29.4% |
| 3Y | +292.8% | -0.9% | +293.6% | +283.3% |
| 5Y | +761.9% | +112.2% | +649.7% | +684.6% |
| 10Y | +3,770.2% | +20.3% | +3,749.9% | +3,072.7% |
| All | +5,512.5% | -41.7% | +5,554.2% | +6,300.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling