+3,847.4%
ANET vs SPG
+64.5%
+3,782.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.1% | +5.5% | +5.6% |
| 7D | +3.0% | -1.2% | +4.1% | +3.3% |
| 30D | -5.2% | -6.1% | +1.0% | -3.8% |
| 3M | +27.6% | -3.6% | +31.3% | +28.3% |
| 6M | +44.4% | +10.4% | +34.0% | +40.1% |
| YTD | +52.3% | +14.4% | +38.0% | +46.3% |
| 1Y | +30.4% | +16.5% | +13.9% | +24.6% |
| 3Y | +313.3% | +106.8% | +206.5% | +242.6% |
| 5Y | +810.0% | +108.9% | +701.1% | +652.5% |
| All | +3,847.4% | +64.5% | +3,782.9% | +3,487.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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