+3,847.4%
ANET vs STLA
+55.1%
+3,792.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.3% | +3.3% | +5.0% |
| 7D | +3.0% | -2.9% | +5.9% | +3.8% |
| 30D | -5.2% | +0.9% | -6.1% | -5.7% |
| 3M | +27.6% | -21.6% | +49.2% | +35.1% |
| 6M | +44.4% | -21.6% | +66.0% | +51.6% |
| YTD | +52.3% | -50.4% | +102.7% | +78.0% |
| 1Y | +30.4% | -43.6% | +74.0% | +44.9% |
| 3Y | +313.3% | -66.4% | +379.7% | +417.4% |
| 5Y | +810.0% | -62.3% | +872.3% | +964.5% |
| All | +3,847.4% | +55.1% | +3,792.3% | +3,291.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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