+5,537.2%
ANET vs STLD
+1,679.1%
+3,858.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.7% |
| 7D | -0.8% | +3.1% | -4.0% | -1.8% |
| 30D | -1.8% | -9.0% | +7.2% | +0.8% |
| 3M | +16.7% | -12.4% | +29.1% | +20.8% |
| 6M | +43.7% | +25.5% | +18.2% | +33.6% |
| YTD | +47.9% | +43.6% | +4.3% | +31.2% |
| 1Y | +37.3% | +87.2% | -49.9% | +12.1% |
| 3Y | +292.7% | +135.2% | +157.5% | +198.5% |
| 5Y | +753.8% | +290.9% | +463.0% | +448.8% |
| 10Y | +3,730.1% | +1,113.5% | +2,616.7% | +1,537.8% |
| All | +5,537.2% | +1,679.1% | +3,858.2% | +2,312.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling