+5,512.5%
ANET vs SPY
+380.8%
+5,131.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -0.4% |
| 7D | +3.7% | -0.4% | +4.0% | +4.2% |
| 30D | +0.7% | -1.4% | +2.1% | +2.7% |
| 3M | +26.8% | +3.7% | +23.1% | +21.5% |
| 6M | +40.7% | +13.0% | +27.6% | +20.6% |
| YTD | +47.2% | +12.4% | +34.8% | +27.7% |
| 1Y | +36.0% | +18.5% | +17.4% | +10.3% |
| 3Y | +292.8% | +77.6% | +215.2% | +99.6% |
| 5Y | +761.9% | +81.7% | +680.3% | +336.6% |
| 10Y | +3,770.2% | +319.7% | +3,450.6% | +616.5% |
| All | +5,512.5% | +380.8% | +5,131.7% | +758.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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