+313.3%
ANET vs SMR
+44.5%
+268.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -15.7% | +21.3% | +7.6% |
| 7D | +3.0% | -11.2% | +14.2% | +4.1% |
| 30D | -5.2% | -10.2% | +5.0% | -4.6% |
| 3M | +27.6% | -10.0% | +37.6% | +27.8% |
| 6M | +44.4% | -30.5% | +74.8% | +47.1% |
| YTD | +52.3% | -39.2% | +91.6% | +56.6% |
| 1Y | +30.4% | -75.5% | +105.9% | +46.1% |
| 3Y | +313.3% | +45.4% | +267.8% | +290.4% |
| All | +313.3% | +44.5% | +268.8% | +290.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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