+761.7%
ANET vs STRL
+2,049.2%
-1,287.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | 0.0% | -1.4% |
| 7D | -1.3% | +5.4% | -6.7% | -2.9% |
| 30D | -4.5% | -9.0% | +4.5% | -1.9% |
| 3M | +24.5% | -37.1% | +61.6% | +41.3% |
| 6M | +35.4% | +17.8% | +17.5% | +14.2% |
| YTD | +44.2% | +58.3% | -14.1% | +7.7% |
| 1Y | +25.4% | +61.0% | -35.6% | -9.4% |
| 3Y | +284.8% | +517.8% | -233.0% | +66.8% |
| 5Y | +761.7% | +2,119.0% | -1,357.3% | +130.0% |
| All | +761.7% | +2,049.2% | -1,287.5% | +130.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling