+5,397.9%
ANET vs SRE
+141.5%
+5,256.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.9% | -1.7% |
| 7D | -1.3% | -0.7% | -0.6% | -1.1% |
| 30D | -4.5% | -1.7% | -2.7% | -4.1% |
| 3M | +24.5% | -7.1% | +31.6% | +27.1% |
| 6M | +35.4% | -8.4% | +43.7% | +38.5% |
| YTD | +44.2% | -3.5% | +47.7% | +45.0% |
| 1Y | +25.4% | +5.4% | +20.0% | +22.2% |
| 3Y | +284.8% | +29.5% | +255.2% | +240.7% |
| 5Y | +761.7% | +48.3% | +713.4% | +624.2% |
| 10Y | +3,691.2% | +123.5% | +3,567.7% | +2,599.6% |
| All | +5,397.9% | +141.5% | +5,256.4% | +3,990.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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