+3,847.4%
ANET vs SMTC
+548.2%
+3,299.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +5.1% | +0.5% | +3.9% |
| 7D | +3.0% | +13.1% | -10.1% | -1.4% |
| 30D | -5.2% | +19.5% | -24.6% | -11.6% |
| 3M | +27.6% | +2.2% | +25.4% | +23.5% |
| 6M | +44.4% | +94.9% | -50.5% | +8.6% |
| YTD | +52.3% | +127.0% | -74.6% | +7.8% |
| 1Y | +30.4% | +174.6% | -144.2% | -15.0% |
| 3Y | +313.3% | +615.9% | -302.7% | +61.8% |
| 5Y | +810.0% | +125.6% | +684.4% | +451.7% |
| All | +3,847.4% | +548.2% | +3,299.2% | +1,444.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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