+275.3%
ANET vs STLD
+119.8%
+155.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.2% | -1.3% | -3.1% |
| 7D | +15.5% | +2.9% | +12.6% | +14.2% |
| 30D | +1.0% | -5.6% | +6.5% | +3.7% |
| 3M | -3.1% | -11.7% | +8.6% | +2.0% |
| 6M | +40.2% | -2.8% | +43.0% | +40.8% |
| YTD | +50.6% | +36.4% | +14.1% | +28.3% |
| 1Y | +51.4% | +50.0% | +1.4% | +23.1% |
| 3Y | +275.3% | +122.3% | +153.0% | +159.0% |
| All | +275.3% | +119.8% | +155.5% | +159.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 3y: compounded portfolio wealth divided by compounded STLD 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…
3y analysis · Full analysis span regression · 6 months rolling