+5,639.3%
ANET vs STLD
+1,590.3%
+4,049.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.2% | -1.3% | -3.5% |
| 7D | +15.5% | +2.9% | +12.6% | +14.6% |
| 30D | +1.0% | -5.6% | +6.5% | +2.9% |
| 3M | -3.1% | -11.7% | +8.6% | +0.5% |
| 6M | +40.2% | -2.8% | +43.0% | +40.9% |
| YTD | +50.6% | +36.4% | +14.1% | +35.8% |
| 1Y | +51.4% | +50.0% | +1.4% | +32.7% |
| 3Y | +275.3% | +122.3% | +153.0% | +190.8% |
| 5Y | +500.3% | +273.2% | +227.1% | +293.4% |
| 10Y | +3,564.1% | +763.8% | +2,800.3% | +1,617.5% |
| All | +5,639.3% | +1,590.3% | +4,049.1% | +2,397.0% |
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 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