+313.3%
ANET vs STRL
+546.4%
-233.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +5.4% | +0.2% | +4.0% |
| 7D | +3.0% | +5.0% | -2.0% | +1.5% |
| 30D | -5.2% | -6.9% | +1.7% | -3.3% |
| 3M | +27.6% | -39.1% | +66.7% | +46.1% |
| 6M | +44.4% | +21.5% | +22.9% | +19.9% |
| YTD | +52.3% | +66.9% | -14.6% | +9.7% |
| 1Y | +30.4% | +61.6% | -31.2% | -7.7% |
| 3Y | +313.3% | +560.0% | -246.8% | +75.5% |
| All | +313.3% | +546.4% | -233.1% | +75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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