+791.3%
ANET vs SPYG
+85.2%
+706.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.8% | +4.8% | +4.5% |
| 7D | +3.0% | -0.9% | +3.9% | +4.3% |
| 30D | -5.2% | -1.5% | -3.7% | -3.1% |
| 3M | +27.6% | +3.7% | +23.9% | +22.3% |
| 6M | +44.4% | +16.4% | +28.0% | +18.1% |
| YTD | +52.3% | +13.3% | +39.0% | +29.9% |
| 1Y | +30.4% | +17.9% | +12.6% | +5.8% |
| 3Y | +313.3% | +98.3% | +214.9% | +85.5% |
| All | +791.3% | +85.2% | +706.1% | +349.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 5y: compounded portfolio wealth divided by compounded SPYG 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…
5y analysis · Full analysis span regression · 6 months rolling